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High frequency perspective on jump process, long memory property and temporal aggregation: Case of $-AUD exchange rates

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  • Han, Young Wook

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  • Han, Young Wook, 2007. "High frequency perspective on jump process, long memory property and temporal aggregation: Case of $-AUD exchange rates," Japan and the World Economy, Elsevier, vol. 19(2), pages 248-262, March.
    • Handle: RePEc:eee:japwor:v:19:y:2007:i:2:p:248-262
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