Long-memory and heterogeneous components in high frequency Pacific-Basin exchange rate volatility (Q867688)
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scientific article; zbMATH DE number 5127764
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long-memory and heterogeneous components in high frequency Pacific-Basin exchange rate volatility |
scientific article; zbMATH DE number 5127764 |
Statements
Long-memory and heterogeneous components in high frequency Pacific-Basin exchange rate volatility (English)
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16 February 2007
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GARCH
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Intraday periodicity
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Long-run volatility
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Temporal aggregation
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