Title of article
Structural change and long-range dependence in volatility of exchange rates: either, neither or both?
Author/Authors
Claudio Morana، نويسنده , , Andrea Beltratti، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 2004
Pages
30
From page
629
To page
658
Keywords
Long memory , Structural change , forecasting
Journal title
Journal of Empirical Finance
Serial Year
2004
Journal title
Journal of Empirical Finance
Record number
130782
Link To Document