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Article Dans Une Revue Physica A: Statistical Mechanics and its Applications Année : 2018

Intraday return inefficiency and long memory in the volatilities of forex markets and the role of trading volume

Syed Jawad Hussain Shahzad
  • Fonction : Auteur
Waqas Hanif
  • Fonction : Auteur
Ghulam Mujtaba Kayani
  • Fonction : Auteur
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hal-01813245 , version 1 (12-06-2018)

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Syed Jawad Hussain Shahzad, Jose Areola Hernandez, Waqas Hanif, Ghulam Mujtaba Kayani. Intraday return inefficiency and long memory in the volatilities of forex markets and the role of trading volume. Physica A: Statistical Mechanics and its Applications, 2018, 506, pp.433 - 450. ⟨10.1016/j.physa.2018.04.016⟩. ⟨hal-01813245⟩
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