Measuring non-linearity, long memory and self-similarity in high-frequency European exchange rates
| Year of publication: |
2004
|
|---|---|
| Authors: | Baillie, Richard T. ; Cecen, Aydin A. ; Erkal, Cahit ; Han, Young-Wook |
| Published in: |
Journal of International Financial Markets, Institutions and Money. - Elsevier, ISSN 1042-4431. - Vol. 14.2004, 5, p. 401-418
|
| Publisher: |
Elsevier |