Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate

✍ Scribed by Caporale, Guglielmo Maria; Gil-Alana, Luis A.

• Book ID: 121682795
• Publisher: Elsevier Science
• Year: 2013
• Tongue: English
• Weight: 917 KB
• Volume: 29
• Category: Article
• ISSN: 1057-5219
• DOI: 10.1016/j.irfa.2013.03.011