Long memory, spurious memory: persistence in range-based volatility of exchange rates (Q6138864): Difference between revisions

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Latest revision as of 18:47, 30 December 2024

scientific article; zbMATH DE number 7789613
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English
Long memory, spurious memory: persistence in range-based volatility of exchange rates
scientific article; zbMATH DE number 7789613

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    Long memory, spurious memory: persistence in range-based volatility of exchange rates (English)
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    16 January 2024
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    exchange rate
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    volatility
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    fractional integration
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    long memory
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    level shifts
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    structural breaks
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