Structural change and long-range dependence in volatility of exchange rates: either, neither or both?

C-Tier
Journal: Journal of Empirical Finance
Year: 2004
Volume: 11
Issue: 5
Pages: 629-658

Authors (2)

Morana, Claudio (not in RePEc) Beltratti, Andrea

Score contribution per author:

0.505 = (α=2.02 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:empfin:v:11:y:2004:i:5:p:629-658
Journal Field
Finance
Author Count
2
Added to Database
2026-02-08