Long memory volatility dependency, temporal aggregation and the Korean currency crisis: the role of a high frequency Korean won (KRW)-US dollar ($) exchange rate
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Bibliographic InfoArticle provided by Elsevier in its journal Japan and the World Economy.
Volume (Year): 17 (2005)
Issue (Month): 1 (January)
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Web page: http://www.elsevier.com/locate/inca/505557
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