Long-memory exchange rate dynamics in the Euro era
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Publication:508201
DOI10.1016/j.chaos.2016.02.007zbMath1415.91227OpenAlexW2308328843MaRDI QIDQ508201
Publication date: 10 February 2017
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.chaos.2016.02.007
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)
Related Items (3)
Valuation of bid and ask prices for European options under mixed fractional Brownian motion ⋮ Identification and validation of stable ARFIMA processes with application to UMTS data ⋮ Testing for boundary conditions in case of fractionally integrated processes
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