Modelling long memory in exchange rate volatility
Master's
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2011
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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 |
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Singapore |
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ScholarBank@NUS |
language |
English |
topic |
Long Memory, Multivariate GARCH, Fractional Integration |
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Long Memory, Multivariate GARCH, Fractional Integration HO KIN YIP Modelling long memory in exchange rate volatility |
description |
Master's |
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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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1681080611839672320 |