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Long-memory and heterogeneous components in high frequency Pacific-Basin exchange rate volatility

  • David McMillan
  • Alan Speight


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    Article provided by Springer in its journal Asia-Pacific Financial Markets.

    Volume (Year): 12 (2005)
    Issue (Month): 3 (September)
    Pages: 199-226

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    Handle: RePEc:kap:apfinm:v:12:y:2005:i:3:p:199-226
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