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Long memory in high frequency foreign exchange rates: Hurst exponents dependence on data aggregation - MaRDI portal

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Long memory in high frequency foreign exchange rates: Hurst exponents dependence on data aggregation (Q2810018)

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scientific article; zbMATH DE number 6587710
Language Label Description Also known as
English
Long memory in high frequency foreign exchange rates: Hurst exponents dependence on data aggregation
scientific article; zbMATH DE number 6587710

    Statements

    publication date
    30 May 2016
    0 references
    zbMATH Keywords
    long memory
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    Hurst exponent
    0 references
    high frequency foreign exchange rates
    0 references
    data aggregation
    0 references
    title
    Long memory in high frequency foreign exchange rates: Hurst exponents dependence on data aggregation (English)
    0 references

    Identifiers

    zbMATH DE Number
    6587710
    0 references
     
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