PRANCKEVIČIŪTĖ, Milda. Long memory in high frequency foreign exchange rates: Hurst exponents dependence on data aggregation. Lietuvos matematikos rinkinys, [S. l.], v. 51, n. proc. LMS, p. 357–361, 2010. DOI: 10.15388/LMR.2010.65. Disponível em: https://www.journals.vu.lt/LMR/article/view/17850.. Acesso em: 29 apr. 2024.