Model free evaluation of intraday periodicities of exchange rate return volatility

Files

954E1.pdf (67.6 KB)

Date

Authors

Pathberiya, H.A..Department of Statistics and Computer Science, University of Sri Jayewardenepura,Nugegoda

Tilakaratne, C.D..Department of Statistics, University of Colombo,Colombo 03

Hansen, L.L..School of Computing and Mathematics, College of Health and Science, University of Western Sydney,Australia

Lokupitiya, R.S..Department of Statistics and Computer Science, University of Sri Jayewardenepura,Nugegoda

Publisher

Sri Lanka Association for the Advancement of Science Proceedings of the 69th Annual Sessions - 2013. Part 1

Keywords

Medical, Dental and Veterinary Sciences, -

URI

http://vidya.nsf.gov.lk:8080/pdfs/vidslaas/2013/954E1.pdf
https://viduketha.nsf.gov.lk/handle/123456789/12087

Collections

Annual Session Proceedings – Abstracts