Long Memory and Fractional Integration in High-Frequency British Pound / Dollar Spot Exchange Rates
Keywords: 
Materias Investigacion::Economía y Empresa
High frequency financial time series
Temporal aggregation
Fractional integration
British pound
US dollar
Spot exchange rate
Issue Date: 
2011
Citation: 
Caporale, G.M. (Guglielmo M.); Gil-Alana, L.A. (Luis A.). "Long Memory and Fractional Integration in High-Frequency British Pound / Dollar Spot Exchange Rates". En . , 2011,

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1298997151_WP_UNAV_02_11.pdf
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