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

Issue

No 1

Authors

Maatoug, Abderrazak Ben ; Lamouchi, Rim ; Davidson, Russell ; Fatnassi, Ibrahim

Keywords

foreign exchange markets ; realized volatility ; high-frequency data,long memory ; structural change

Divisions of PAS

Nauki Humanistyczne i Społeczne

Coverage

1-25

Publisher

Oddział PAN w Łodzi

Date

31.03.2018

Type

Artykuły / Articles

Identifier

DOI: 10.24425/122188 ; ISSN - 2080-0886, ISSN online - 2080-119X

Source

Central European Journal of Economic Modelling and Econometrics; 2018; No 1; 1-25