مرکز منطقه ای اطلاع رساني علوم و فناوري - Long memory volatility dependency, temporal aggregation and the Korean currency crisis: the role of a high frequency Korean won (KRW)

Title of article :

Long memory volatility dependency, temporal aggregation and the Korean currency crisis: the role of a high frequency Korean won (KRW)–US dollar ($) exchange rate

Author/Authors :

Young-Wook Han، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2005

Pages :

From page :

To page :

109

Keywords :

Intraday periodicity , Long memory volatility , High frequency Korean won–US dollar exchange rate

Journal title :

Japan and the World Economy

Serial Year :

2005

Journal title :

Japan and the World Economy

Record number :

228567

Link To Document :

https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=228567