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Long memory and structural changes in the forward discount : an empirical investigation
Choi, Kyongwook
;
Zivot, Eric
- In:
Journal of international money and finance
26
(
2007
)
3
,
pp. 342-363
Persistent link: https://www.econbiz.de/10003441997
Saved in:
2
Long memory versus structural breaks in modeling and forecasting realized volatility
Choi, Kyongwook
;
Yu, Wei-choun
;
Zivot, Eric
- In:
Journal of international money and finance
29
(
2010
)
5
,
pp. 857-875
Persistent link: https://www.econbiz.de/10003989920
Saved in:
3
Long memory versus structural breaks in modeling and forecasting realized volatility
Choi, Kyongwook
;
Yu, Wei-Choun
;
Zivot, Eric
- In:
Journal of international money and finance
29
(
2010
)
5
,
pp. 857-876
Persistent link: https://www.econbiz.de/10008422729
Saved in:
4
Long memory and structural changes in the forward discount: An empirical investigation
Choi, Kyongwook
;
Zivot, Eric
- In:
Journal of international money and finance
26
(
2007
)
3
,
pp. 342-363
Persistent link: https://www.econbiz.de/10007612693
Saved in:
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