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
13
From page
97
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