Uncovering long memory in high frequency UK futures
Year of publication: |
2005
|
---|---|
Authors: | Cotter, John |
Published in: |
The European Journal of Finance. - Taylor & Francis Journals, ISSN 1351-847X. - Vol. 11.2005, 4, p. 325-337
|
Publisher: |
Taylor & Francis Journals |
Subject: | Long memory | APARCH | high frequency futures |
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