Long-memory and heterogeneous components in high frequency Pacific-Basin exchange rate volatility (Q867688)
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scientific article; zbMATH DE number 5127764
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| English | Long-memory and heterogeneous components in high frequency Pacific-Basin exchange rate volatility |
scientific article; zbMATH DE number 5127764 |
Statements
Long-memory and heterogeneous components in high frequency Pacific-Basin exchange rate volatility (English)
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16 February 2007
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GARCH
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Intraday periodicity
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Long-run volatility
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Temporal aggregation
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0.7981088757514954
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0.7597935199737549
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0.7597935199737549
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0.7432692050933838
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0.7424890398979187
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