Long-memory and heterogeneous components in high frequency Pacific-Basin exchange rate volatility
| Year of publication: |
2005
|
|---|---|
| Authors: | McMillan, David ; Speight, Alan |
| Published in: |
Asia-Pacific Financial Markets. - Springer, ISSN 1387-2834. - Vol. 12.2005, 3, p. 199-226
|
| Publisher: |
Springer |
| Subject: | GARCH | Intraday periodicity | Long-run volatility | Temporal aggregation |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005547718