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Long Memory, Spurious Memory: Persistence in Range-Based Volatility of Exchange Rates

Crossref DOI link: https://doi.org/10.1007/s11079-022-09686-2

Published Online: 2022-09-26

Published Print: 2023-09

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Afzal, Alia

Sibbertsen, Philipp https://orcid.org/0000-0003-3644-3420
Funding

Funding for this research was provided by:

Gottfried Wilhelm Leibniz Universität Hannover
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Text and Data Mining valid from 2022-09-26

Version of Record valid from 2022-09-26
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Article History

Accepted: 5 September 2022

First Online: 26 September 2022