Measuring non-linearity, long memory and self-similarity in high-frequency European exchange rates

✍ Scribed by Richard T. Baillie; Aydin A. Cecen; Cahit Erkal; Young-Wook Han

• Book ID: 116575158
• Publisher: Elsevier Science
• Year: 2004
• Tongue: English
• Weight: 309 KB
• Volume: 14
• Category: Article
• ISSN: 1042-4431
• DOI: 10.1016/j.intfin.2003.12.002