Measuring non-linearity, long memory and self-similarity in high-frequency European exchange rates
Richard T. Baillie, Aydin A. Cecen, Cahit Erkal, Young-Wook HanVolume:
14
Year:
2004
Language:
english
DOI:
10.1016/j.intfin.2003.12.002
File:
PDF, 309 KB
english, 2004