Measuring non-linearity, long memory and self-similarity in high-frequency European exchange rates

Richard Baillie, Aydin A. Cecen, Cahit Erkal and Young-Wook Han

Journal of International Financial Markets, Institutions and Money, 2004, vol. 14, issue 5, 401-418

Date: 2004
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Persistent link: https://EconPapers.repec.org/RePEc:eee:intfin:v:14:y:2004:i:5:p:401-418

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