Long memory and fractional integration in high frequency financial time series

Guglielmo Maria Caporale and Luis A. Gil-Alana

Year of publication:	2010
Authors:	Caporale, Guglielmo Maria ; Gil-Alaña, Luis A.
Publisher:	Uxbridge : Brunel Univ. West London, Brunel Business School
Subject:	Finanzmarkt \| Financial market \| Zeitreihenanalyse \| Time series analysis \| Volatilität \| Volatility \| Strukturbruch \| Structural break \| Schätzung \| Estimation \| Wechselkurs \| Exchange rate \| US-Dollar \| US dollar \| Pfund Sterling \| Pound Sterling \| Spotmarkt \| Spot market \| Welt \| World

freely available

Full text |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10003979849

A service of the