EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Exact Local Whittle"
Narrow search

Narrow search

Year of publication
Subject
All
ARFIMA 1 Exact Local Whittle 1 FIAPARCH 1 High frequency data 1 Local Whittle 1 Long memory 1
Online availability
All
Undetermined 1
Type of publication
All
Article 1
Language
All
Undetermined 1
Author
All
Kumar, Dilip 1
Published in...
All
Physica A: Statistical Mechanics and its Applications 1
Source
All
RePEc 1
Showing 1 - 1 of 1
Cover Image
Long range dependence in the high frequency USD/INR exchange rate
Kumar, Dilip - In: Physica A: Statistical Mechanics and its Applications 396 (2014) C, pp. 134-148
of the USD/INR exchange rate at different time scales using the Local Whittle (LW), the Exact Local Whittle (ELW) and the …
Persistent link: https://www.econbiz.de/10010730347
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...