Work

Structural change and long-range dependence in volatility of exchange rates: either, neither or both?

Year: 2004

Type: article

Source: Journal of Empirical Finance

DOI: 10.1016/j.jempfin.2003.03.002

Authors: Claudio Morana, Andrea Beltratti

Institutions: Università degli Studi del Piemonte Orientale “Amedeo Avogadro”, Bocconi University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Università Bocconi

OpenAlex ID: W2021659345

FWCI: 12.16

Cites: 66

Cited by: 115

Related to: 10