Long memory and fractional integration in high frequency data on the US Dollar: british pound spot exchange rate
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Bibliographic Details
Main Authors: Caporale, Guglielmo Maria (Author), Gil-Alaña, Luis A. (Author)
Format: Book
Language:English
Published: München CESifo 2013
Series:CESifo working paper 4224 : Category 7, Monetary policy and international finance
Online Access:Volltext
Physical Description:30 S. graph. Darst.

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