Title of article
Measuring non-linearity, long memory and self-similarity in high-frequency European exchange rates
Author/Authors
Richard T. Baillie، نويسنده , , Aydin A. Cecen، نويسنده , , Cahit Erkal، نويسنده , , Young-Wook Han، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
18
From page
401
To page
418
Keywords
Non-linear dependence , Correlation integral , Long memory
Journal title
Journal of International Financial Markets, Institutions and Money
Serial Year
2004
Journal title
Journal of International Financial Markets, Institutions and Money
Record number
189705
Link To Document