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PL
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BibTeX
PN-ISO 690:2012
Chicago
Chicago (Author-Date)
Harvard
ACS
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Article details
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PL
EN
BibTeX
PN-ISO 690:2012
Chicago
Chicago (Author-Date)
Harvard
ACS
ACS (no art. title)
IEEE
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Journal
Central European Journal of Economic Modelling and Econometrics
2018
|
1
|
Article title
Modelling Foreign Exchange Realized Volatility Using High Frequency Data: Long Memory versus Structural Breaks
Authors
Maatoug, Abderrazak Ben
,
Lamouchi, Rim
,
Davidson, Russell
,
Fatnassi, Ibrahim
Content
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Languages of publication
PL
Abstracts
Keywords
PL
Nauki Humanistyczne i Społeczne
foreign exchange markets
realized volatility
high-frequency data,long memory
structural change
Publisher
Polska Akademia Nauk
Journal
Central European Journal of Economic Modelling and Econometrics
Year
2018
Issue
1
Physical description
Contributors
author
Maatoug, Abderrazak Ben
author
Lamouchi, Rim
author
Davidson, Russell
author
Fatnassi, Ibrahim
References
Document Type
Publication order reference
Identifiers
YADDA identifier
bwmeta1.element.oai-journals-pan-pl-106507
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