Add to ORKGThe paper looks at whether the time series of realized volatility can be better described by a model with structural breaks or one with long run dependenc
The extent to which exchange rates of four major currencies against the Greek Drachma exhibit long-t...
Standard macro models cannot explain why real exchange rates are volatile anddisconnected from macro...
This paper tests whether volatility for equity returns for emerging markets possesses longrange depe...
The paper looks at whether the time series of realized volatility can be better described by a model...
The econometric model considers both structural change and long run memory to explain the dynamics o...
In this paper, we explore the possibilities of structural breaks in the realized volatility with the...
ABSTRACT The long range dependence paradigm appears to be a suitable description of the data generat...
Long memory in volatility is a stylized fact found in most financial return series. This paper empir...
Modeling the determinants of long-run, or equilibrium, exchange rates is currently extremely fashion...
In this paper, we explore the possibilities of structural breaks in the realized volatility with the...
This paper analyzes the multivariate volatility effects among the indexes returns time series of the...
In this paper, we assess the impact of regime shifts on the long memory properties of the Indian exc...
This paper presents a careful reexamination of the results of Chan, Karolyi, Longstaff, and Sanders ...
a b, structural breaks, and the analysis of long memory and stock market volatility. Volatility’’, o...
In this paper we survey the recent literature on long run, or equilibrium, exchange rate modeling. I...
The extent to which exchange rates of four major currencies against the Greek Drachma exhibit long-t...
Standard macro models cannot explain why real exchange rates are volatile anddisconnected from macro...
This paper tests whether volatility for equity returns for emerging markets possesses longrange depe...
The paper looks at whether the time series of realized volatility can be better described by a model...
The econometric model considers both structural change and long run memory to explain the dynamics o...
In this paper, we explore the possibilities of structural breaks in the realized volatility with the...
ABSTRACT The long range dependence paradigm appears to be a suitable description of the data generat...
Long memory in volatility is a stylized fact found in most financial return series. This paper empir...
Modeling the determinants of long-run, or equilibrium, exchange rates is currently extremely fashion...
In this paper, we explore the possibilities of structural breaks in the realized volatility with the...
This paper analyzes the multivariate volatility effects among the indexes returns time series of the...
In this paper, we assess the impact of regime shifts on the long memory properties of the Indian exc...
This paper presents a careful reexamination of the results of Chan, Karolyi, Longstaff, and Sanders ...
a b, structural breaks, and the analysis of long memory and stock market volatility. Volatility’’, o...
In this paper we survey the recent literature on long run, or equilibrium, exchange rate modeling. I...
The extent to which exchange rates of four major currencies against the Greek Drachma exhibit long-t...
Standard macro models cannot explain why real exchange rates are volatile anddisconnected from macro...
This paper tests whether volatility for equity returns for emerging markets possesses longrange depe...