Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
| Year of publication: |
2013
|
|---|---|
| Authors: | Caporale, Guglielmo Maria ; Gil-Alana, Luis A. |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 11336225. - Vol. 29.2013, p. 1-9
|