مرکز منطقه ای اطلاع رساني علوم و فناوري - Measuring non-linearity, long memory and self-similarity in high-frequency European exchange rates

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 :

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 :