Modelling long memory in exchange rate volatility

Master's

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Main Author: HO KIN YIP
Other Authors: ECONOMICS
Format: Theses and Dissertations
Language:English
Published: 2011
Subjects:
Online Access:http://scholarbank.nus.edu.sg/handle/10635/27705
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Institution: National University of Singapore
Language: English
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spelling sg-nus-scholar.10635-277052015-01-12T00:00:22Z Modelling long memory in exchange rate volatility HO KIN YIP ECONOMICS TSUI KA CHENG, ALBERT Long Memory, Multivariate GARCH, Fractional Integration Master's MASTER OF SOCIAL SCIENCES 2011-10-12T18:01:33Z 2011-10-12T18:01:33Z 2004-11-18 Thesis HO KIN YIP (2004-11-18). Modelling long memory in exchange rate volatility. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/27705 NOT_IN_WOS en
institution National University of Singapore
building NUS Library
country Singapore
collection ScholarBank@NUS
language English
topic Long Memory, Multivariate GARCH, Fractional Integration
spellingShingle Long Memory, Multivariate GARCH, Fractional Integration
HO KIN YIP
Modelling long memory in exchange rate volatility
description Master's
author2 ECONOMICS
author_facet ECONOMICS
HO KIN YIP
format Theses and Dissertations
author HO KIN YIP
author_sort HO KIN YIP
title Modelling long memory in exchange rate volatility
title_short Modelling long memory in exchange rate volatility
title_full Modelling long memory in exchange rate volatility
title_fullStr Modelling long memory in exchange rate volatility
title_full_unstemmed Modelling long memory in exchange rate volatility
title_sort modelling long memory in exchange rate volatility
publishDate 2011
url http://scholarbank.nus.edu.sg/handle/10635/27705
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