Long Memory and Fractional Integration in High Frequency Data on the US Dollar/British Pound Spot Exchange Rate
Year of publication: |
2013
|
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Authors: | Caporale, Guglielmo Maria |
Other Persons: | Gil-Alana, Luis A. (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Wechselkurs | Exchange rate | Zeitreihenanalyse | Time series analysis | US-Dollar | US dollar | Volatilität | Volatility | Pfund Sterling | Pound Sterling | Schätzung | Estimation | Strukturbruch | Structural break | USA | United States |
Extent: | 1 Online-Ressource (33 p) |
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Series: | DIW Berlin Discussion Paper ; No. 1294 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2264175 [DOI] |
Classification: | C22 - Time-Series Models ; F31 - Foreign Exchange |
Source: | ECONIS - Online Catalogue of the ZBW |
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Caporale, Guglielmo Maria, (2013)
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