Long memory in high frequency foreign exchange rates: Hurst exponents dependence on data aggregation (Q2810018)
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scientific article; zbMATH DE number 6587710
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| English | Long memory in high frequency foreign exchange rates: Hurst exponents dependence on data aggregation |
scientific article; zbMATH DE number 6587710 |
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30 May 2016
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long memory
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Hurst exponent
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high frequency foreign exchange rates
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data aggregation
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Long memory in high frequency foreign exchange rates: Hurst exponents dependence on data aggregation (English)
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0.8206772208213806
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0.7854904532432556
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0.7757349014282227
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