Browsing by Subject Volatility persistence
Showing results 1 to 2 of 2
Issue Date | Title | Author(s) |
---|---|---|
2013 | Long memory and fractional integration in high frequency data on the US Dollar / British Pound spot exchange rate | Caporale, GM; Gil-Alana, LA |
2010 | Long memory and fractional integration in high frequency financial time series | Caporale, GM; Gil-Alana, LA |