Measuring Nonlinearity, Long Memory, and Self-Similarity in High-Frequency European Exchange Rates

Richard Baillie, A Aydin Cecen

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)401-418
JournalJournal of International Financial Markets, Institutions and Money
Volume14
Issue number5
StatePublished - 2004

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