A long memory test of the long-run Fisher effect in the G7 countries
Noor A. Ghazali and Shamshubariah Ramlee
| Year of publication: |
2003
|
|---|---|
| Authors: | Noor Azlan Ghazali ; Ramlee, Shamshubariah |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 13.2003, 10, p. 763-769
|
| Subject: | Fisher-Effekt | Fisher effect | Statistischer Test | Statistical test | G7-Staaten | G7 countries | ARMA-Modell | ARMA model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001777221