Long-range dependence in exchange rates: the case of the European Monetary System
Year of publication: |
2008
|
---|---|
Authors: | Souza, Sergio R. S. ; Tabak, Benjamin Miranda ; Cajueiro, Daniel Oliveira |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 11.2008, 2, p. 199-223
|
Subject: | Hurst exponents | Großbritannien | United Kingdom | Wechselkurs | Exchange rate | Volatilität | Volatility | 1986-2004 |
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