Long-memory in high-frequency exchange rate volatility under temporal aggregation (Q3502187)
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scientific article; zbMATH DE number 5278235
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| English | Long-memory in high-frequency exchange rate volatility under temporal aggregation |
scientific article; zbMATH DE number 5278235 |
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Long-memory in high-frequency exchange rate volatility under temporal aggregation (English)
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22 May 2008
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market efficiency
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behavioural finance
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empirical asset pricing
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mutual funds
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0.8474254012107849
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0.8474254012107849
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0.8206772208213806
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