Maatoug AB, Lamouchi R, Davidson R, Fatnassi I. Modelling Foreign Exchange Realized Volatility Using High Frequency Data Long Memory versus Structural Breaks. cejeme [Internet]. 2018 Jan. 15 [cited 2026 Feb. 27];10(1):1-25. Available from: https://wydawnictwo.pan.pl/index.php/cejeme/article/view/143