RV5min

<p>RV5min: realized volatility for Japanese Yen/USD spot exchange rates
from Dec 1st, 1986 to Jun 30th, 1999</p>

datasets

Implements a test for distinguishing between true long memory
and spurious long memory. Reference: Qu, Z. (2011). "A Test Against
Spurious Long Memory." Journal of Business & Economic Statistics,
29(3), 423–438. <doi:10.1198/jbes.2010.09153>.

Zhongjun Qu

SpuriousMemory

Testing True Long Memory Against Spurious Long Memory

Cheolju Kim

RV5min function

Format

RV5min: realized volatility for Japanese Yen/USD spot exchange rates
from Dec 1st, 1986 to Jun 30th, 1999 — RV5min

RV5min: realized volatility for Japanese Yen/USD spot exchange rates
from Dec 1st, 1986 to Jun 30th, 1999

RV5min: RV5min: realized volatility for Japanese Yen/USD spot exchange rates from Dec 1st, 1986 to Jun 30th, 1999

Description

Usage

Arguments

Format