Long Memory in Volatility. An Investigation on the Central and Eastern European Exchange Rates
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More about this item
Keywordslong memory; volatility; GARCH models;
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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