Long Memory Features Evolve in the Time-varying Process in...

Procedia Economics and Finance 2014 Vol. 14

Long Memory Features Evolve in the Time-varying Process in Asia-pacific Foreign Exchange Markets

Kang, Sang Hoon, Mclver, Ron, Park, Sung-Yong, Yoon, Seong-Min
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Volume:
14
Year:
2014
Language:
english
Journal:
Procedia Economics and Finance
DOI:
10.1016/s2212-5671(14)00714-x
File:
PDF, 970 KB
english, 2014
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