Long Memory and Structural Breaks in the Volatility of Selected African Exchange Rate Series: A Semi-Parametric Spectral Analysis and Multiple Change Point Detection

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Meseyeki Saiguran Molel, Silas Mirau, Philipp Sibbertsen

DOI: 10.2139/ssrn.6037019

Cited by: 0

References: 23

Fields of Study & Subjects

Financial Risk and Volatility Modeling Global Financial Crisis and Policies Complex Systems and Time Series Analysis

References 23