Long Memory in Volatility: An Examination of Turkish Foreign Exchange Market

ÇETİN M. K., ER H.

The Fourteenth Annual World Business Congress of the IMDA, Granada, Spain, 10 - 14 July 2005, vol.1, pp.422-427

  • Publication Type: Conference Paper / Full Text
  • Volume: 1
  • City: Granada
  • Country: Spain
  • Page Numbers: pp.422-427
  • Akdeniz University Affiliated: Yes