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AbstractUsing the spectral regression method, we test for long‐term stochastic memory in three‐ and six‐month daily returns series of Eurocurrency deposits denominated in major currencies. Significant evidence of positive long‐term dependence is found in several Eurocurrency returns series. Compared with benchmark linear models, the estimated fractional models result in dramatic out‐of‐sample forecasting improvements over longer horizons for the Eurocurrency deposits denominated in German marks, Swiss francs, and Japanese yen.

We present an experimental technique enabling mechanical-noise free, cavity-enhanced frequency measurements of an atomic transition and its hyperfine structure. We employ the 532nm frequency doubled output from a Nd:YAG laser and an iodine vapour cell. The cell is placed in a traveling-wave Fabry-Perot interferometer (FPI) with counter-propagating pump and probe beams. The FPI is locked using the Pound-Drever-Hall (PDH) technique. Mechanical noise is rejected by differencing pump and probe signals. In addition, this differenced error signal gives a sensitive measure of differential non-linearity within the FPI. ; This research was completed at the Center for Gravitational Physics and the Center for Quantum Atom Optics supported by the Australian Research Council and the Australian Capital Territory Government.

We present an experimental technique enabling mechanical-noise free, cavity-enhanced frequency measurements of an atomic transition and its hyperfine structure. We employ the 532nm frequency doubled output from a Nd:YAG laser and an iodine vapour cell. The cell is placed in a traveling-wave Fabry-Perot interferometer (FPI) with counter-propagating pump and probe beams. The FPI is locked using the Pound-Drever-Hall (PDH) technique. Mechanical noise is rejected by differencing pump and probe signals. In addition, this differenced error signal gives a sensitive measure of differential non-linearity within the FPI. ; This research was completed at the Center for Gravitational Physics and the Center for Quantum Atom Optics supported by the Australian Research Council and the Australian Capital Territory Government.