An empirical note about estimation and forecasting Latin American Forex returns volatility: the role of long memory and random level shifts components
Crossref DOI link: https://doi.org/10.1007/s10258-019-00156-1
Published Online: 2019-02-26
Published Print: 2019-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Rodríguez, Gabriel http://orcid.org/0000-0003-1174-9642
Ojeda Cunya, Junior A.
Gonzáles Tanaka, José Carlos
Text and Data Mining valid from 2019-02-26
Article History
Received: 29 March 2017
Accepted: 28 January 2019
First Online: 26 February 2019