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Aktienmarkt
Capital market returns
2
Exchange rate
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Kapitalmarktrendite
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Peru
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Stock market
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Structural break
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Strukturbruch
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Volatility
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Volatilität
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Forex rate volatility in Peru
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fractional integration
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frequency domain estimates
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jumps
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long memory processes
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random level shifts
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stock markets
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Herrera Aramburú, Andrés
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Rodriguez, Gabriel
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Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
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International journal of monetary economics and finance
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ECONIS (ZBW)
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Volatility of stock market and exchange rate returns in Peru : long memory or short memory with level shifts?
Herrera Aramburú, Andrés
;
Rodriguez, Gabriel
-
2014
Persistent link: https://www.econbiz.de/10011415135
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Volatility of stock market and exchange rate returns in Peru : long memory or short memory with level shifts?
Herrera Aramburú, Andrés
;
Rodriguez, Gabriel
- In:
International journal of monetary economics and finance
9
(
2016
)
1
,
pp. 45-66
Persistent link: https://www.econbiz.de/10011548319
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