%0 Journal Article %1 Baillie2004 %A Baillie, Richard T. %A Cecen, Aydin A. %A Erkal, Cahit %A Han, Young-Wook %D 2004 %J Journal of International Financial Markets, Institutions and Money %K Non-linear dependence %N 5 %P 401--418 %T Measuring non-linearity, long memory and self-similarity in high-frequency European exchange rates %U http://www.sciencedirect.com/science/article/B6VGT-4CK81RM-1/1/0bb2031d20c05700f51fda13d960ad52 %V 14

@article{Baillie2004, added-at = {2008-04-29T08:06:25.000+0200}, author = {Baillie, Richard T. and Cecen, Aydin A. and Erkal, Cahit and Han, Young-Wook}, biburl = {https://www.bibsonomy.org/bibtex/2aa8eabec9a54fa684bb1d2f44c3cd8db/smicha}, interhash = {56edabe2b9cef1cdc219d3496a6b9c54}, intrahash = {aa8eabec9a54fa684bb1d2f44c3cd8db}, journal = {Journal of International Financial Markets, Institutions and Money}, keywords = {Non-linear dependence}, month = Dec, number = 5, pages = {401--418}, timestamp = {2008-04-29T08:06:48.000+0200}, title = {Measuring non-linearity, long memory and self-similarity in high-frequency European exchange rates}, url = {http://www.sciencedirect.com/science/article/B6VGT-4CK81RM-1/1/0bb2031d20c05700f51fda13d960ad52}, volume = 14, year = 2004 }