Testing for long-term memory in yen/dollar exchange rate (Q1000360): Difference between revisions
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scientific article
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English | Testing for long-term memory in yen/dollar exchange rate |
scientific article |
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Testing for long-term memory in yen/dollar exchange rate (English)
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6 February 2009
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memory
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heteroscedasticity
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diffusion
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rescaled range
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fractal
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martingale
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