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~isPartOf:"Journal of East Asian economic integration"
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Journal of East Asian economic integration
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Effects of financial crises on the long memory volatility dependency of foreign exchange rates : the asian crisis vs. the global crisis
Han, Young Wook
- In:
Journal of East Asian economic integration
18
(
2014
)
1
,
pp. 3-27
temporal
aggregation
. And, the two financial crises appear to affect the volatility dynamics of all the returns by inducing …
Persistent link: https://www.econbiz.de/10011568197
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Effects of financial crises on the long memory volatility dependency of foreign exchange rates : the Asian crisis vs. the global crisis
Han, Young Wook
- In:
Journal of East Asian economic integration
18
(
2014
)
1
,
pp. 3-27
Persistent link: https://www.econbiz.de/10010347752
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