An investigation of long range dependence in intra-day foreign exchange rate volatility

by Marc Henry and Richard Payne

Year of publication:	1997
Authors:	Henry, Mark S. ; Payne, Richard
Publisher:	London
Subject:	Wechselkurs \| Exchange rate \| Volatilität \| Volatility \| Zeitreihenanalyse \| Time series analysis \| Theorie \| Theory \| Deutsche Mark \| Yen \| US-Dollar \| US dollar \| Schätzung \| Estimation \| Welt \| World \| 1992-1993

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