High frequency perspective on jump process, long memory property and temporal aggregation: Case of $-AUD exchange rates

✍ Scribed by Young Wook Han

• Book ID: 113681305
• Publisher: Elsevier Science
• Year: 2007
• Tongue: English
• Weight: 534 KB
• Volume: 19
• Category: Article
• ISSN: 0922-1425
• DOI: 10.1016/j.japwor.2006.01.001