Details

Title

Modelling Foreign Exchange Realized Volatility Using High Frequency Data: Long Memory versus Structural Breaks

Journal title

Central European Journal of Economic Modelling and Econometrics

Yearbook

2018

Numer

No 1

Publication authors

Keywords

Foreign exchange markets, Realized volatility, High-frequency data, Long memory, Structural change.

Divisions of PAS

Nauki Humanistyczne i Społeczne

Publisher

Oddział PAN w Łodzi

Identifier

ISSN - 2080-0886, ISSN online - 2080-119X

DOI

10.24425/122188

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