Long-memory and heterogeneous components in high frequency Pacific-Basin exchange rate volatility
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Publication:867688
DOI10.1007/s10690-006-9023-8zbMath1161.91401OpenAlexW2158048850MaRDI QIDQ867688
David G. McMillan, Alan E. H. Speight
Publication date: 16 February 2007
Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10690-006-9023-8
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