An empirical note about estimation and forecasting Latin American Forex returns volatility: the role of long memory and random level shifts components
Rodríguez, Gabriel, Ojeda Cunya, Junior A., Gonzáles Tanaka, José CarlosVolume:
18
Language:
english
Journal:
Portuguese Economic Journal
DOI:
10.1007/s10258-019-00156-1
Date:
June, 2019
File:
PDF, 758 KB
english, 2019