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  • Search: subject:"long memory cointegration"
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Cointegration 1 Devisenmarkt 1 Estimation theory 1 Exchange rate 1 Foreign exchange market 1 Foreign portfolio investment 1 Kointegration 1 Narrow-band frequency domain least squares 1 Portfolio selection 1 Portfolio-Investition 1 Portfolio-Management 1 Schätztheorie 1 Time series analysis 1 US dollar 1 US-Dollar 1 Volatility 1 Volatilität 1 Wechselkurs 1 Zeitreihenanalyse 1 exchange rate volatility 1 long memory cointegration 1 portfolio investment strategy 1 quantile connectedness 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Ajao, Isaac O. 1 Olayinka, Hammed A. 1 Olugbode, Moruf A. 1 Shittu, Olanrewaju I. 1 Yaya, OlaOluwa S. 1
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Quantitative finance and economics 1
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Long memory cointegration and dynamic connectedness of volatility in US dollar exchange rates, with FOREX portfolio investment strategy
Ajao, Isaac O.; Olayinka, Hammed A.; Olugbode, Moruf A.; … - In: Quantitative finance and economics 7 (2023) 4, pp. 646-664
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