Pages that link to "Item:Q2810018"
From MaRDI portal
The following pages link to Long memory in high frequency foreign exchange rates: Hurst exponents dependence on data aggregation (Q2810018):
Displaying 4 items.
- Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence (Q1600522) (← links)
- Estimation of time-dependent Hurst exponents with variational smoothing and application to forecasting foreign exchange rates (Q2147882) (← links)
- Long memory estimation in a non-Gaussian bivariate process (Q2668362) (← links)
- HURST EXPONENTS IN FUTURES EXCHANGE MARKETS (Q3427085) (← links)