مرکز منطقه ای اطلاع رساني علوم و فناوري - High frequency perspective on jump process, long memory property and temporal aggregation: Case of $-AUD exchange rates

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 :

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 :