Testing for long-term memory in yen/dollar exchange rate (Q1000360)
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scientific article; zbMATH DE number 5503422
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Testing for long-term memory in yen/dollar exchange rate |
scientific article; zbMATH DE number 5503422 |
Statements
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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0.8037102818489075
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0.8015120029449463
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0.7935472130775452
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0.7854034304618835
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0.7846724987030029
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