Uncovering long memory in high frequency UK futures

European Journal of Finance

Volumn 11, Issue 4, 2005, Pages 325-337

  Cotter, John ^a  

^a UNIVERSITY COLLEGE DUBLIN   (Ireland)

Author keywords

APARCH; High frequency futures; Long memory

Indexed keywords

EID: 24944588822     PISSN: 1351847X     EISSN: None     Source Type: Journal    
DOI: 10.1080/13518470410001674314     Document Type: Article

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