Measuring non-linearity, long memory and self-similarity in high-frequency European exchange rates
| Year of publication: |
2004
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|---|---|
| Authors: | Baillie, Richard T. ; Cecen, Aydin A. ; Erkal, Cahit ; Han, Young-Wook |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 11173178. - Vol. 14.2004, 5, p. 401-418
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