Long-memory in high-frequency exchange rate volatility under temporal aggregation (Q3502187)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long-memory in high-frequency exchange rate volatility under temporal aggregation |
scientific article |
Statements
Long-memory in high-frequency exchange rate volatility under temporal aggregation (English)
0 references
22 May 2008
0 references
market efficiency
0 references
behavioural finance
0 references
empirical asset pricing
0 references
mutual funds
0 references
0 references
0 references
0 references
0 references
0 references
0 references