Title of article
High frequency perspective on jump process, long memory property and temporal aggregation: Case of $-AUD exchange rates
Author/Authors
Young-Wook Han، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
15
From page
248
To page
262
Keywords
Conditional mean jumps , Long memory property , FIGARCH , High frequency $-AUD exchange rate
Journal title
Japan and the World Economy
Serial Year
2007
Journal title
Japan and the World Economy
Record number
228641
Link To Document