Open AccessStructural Breaks and Long Memory Property in Korean Won Exchange Rates: Adaptive FIGARCH Model
Author(s) -
Young Wook Han
Publication year - 2011
Publication title -
east asian economic review
Language(s) - English
Resource type - Journals
eISSN - 2508-1667
pISSN - 2508-1640
DOI - 10.11644/kiep.jeai.2011.15.2.229
Subject(s) - long memory , econometrics , economics , exchange rate , property (philosophy) , keynesian economics , monetary economics , philosophy , epistemology , volatility (finance)