Characterization of exchange rate regimes based on scaling and correlation properties of volatility for ASEAN-5 countries
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Kin-Yip Ho & Albert K Tsui, 2008.
"Volatility Dynamics in Foreign Exchange Rates: Further Evidence from the Malaysian Ringgit and Singapore Dollar,"
SCAPE Policy Research Working Paper Series
0805, National University of Singapore, Department of Economics, SCAPE.
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More about this item
KeywordsVolatility; Long-range dependence; Locally self-similar;
StatisticsAccess and download statistics
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