Long Memory and Volatility Dynamics in the US Dollar Exchange Rate

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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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