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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

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Publication:2810018

zbMATH Open1354.91116MaRDI QIDQ2810018

Author name not available (Why is that?)

Publication date: 30 May 2016

Published in: (Search for Journal in Brave)




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