๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Decomposing intraday dependence in currency markets: evidence from the AUD/USD spot market

โœ Scribed by Jonathan A. Batten; Craig A. Ellis; Warren P. Hogan


Book ID
103879910
Publisher
Elsevier Science
Year
2005
Tongue
English
Weight
328 KB
Volume
352
Category
Article
ISSN
0378-4371

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


On the long-term or short-term dependenc
โœ K. Victor Chow; Ming-Shium Pan; Ryoichi Sakano ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› Springer US ๐ŸŒ English โš– 824 KB

This study examines the short-and long-term dependence in the United States and 21 international equity market indexes. Two heteroscedastic-robust testing methods, the modified rescaled range analysis and the rescaled variance ratio test, are employed to test for the existence of dependence. The evi