Title of article :
Sudden changes in variance and volatility persistence in foreign exchange markets
Author/Authors :
Farooq Malik، نويسنده ,
Pages :
14
From page :
217
To page :
230
Keywords :
GARCH , ICSS algorithm , Exchange rates , Volatility
Journal title :
Astroparticle Physics
Record number :
230821
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=230821
