Long Memory and Volatility Dynamics in the US Dollar Exchange Rate
Keywords: 
Materias Investigacion::Economía y Empresa
US dollar exchange rate
Euro
Japanese Yen
Long-memory techniques
Long-memory cyclical model
Standard model
Issue Date: 
2011
Citation: 
Caporale, G.M. (Guglielmo M.); Gil-Alana, L.A. (Luis A.). "Long Memory and Volatility Dynamics in the US Dollar Exchange Rate". En . , 2011,

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1299001751_WP_UNAV_04_11.pdf
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