Long Memory and Fractional Integration in High Frequency Data on the US Dollar
Year of publication: |
2013
|
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Authors: | Caporale, Guglielmo Maria ; Gil-Alana, Luis A. |
Publisher: |
Munich : Center for Economic Studies and ifo Institute (CESifo) |
Subject: | high frequency data | long memory | volatility persistence | structural breaks |
Series: | CESifo Working Paper ; 4224 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 74490188X [GVK] hdl:10419/72661 [Handle] RePec:ces:ceswps:_4224 [RePEc] |
Classification: | C22 - Time-Series Models ; F31 - Foreign Exchange |
Source: |
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Caporale, Guglielmo Maria, (2013)
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Caporale, Guglielmo Maria, (2013)
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Caporale, Guglielmo Maria, (2013)
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