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
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,
Statistics and impact
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