ARFIMA tests for random walks in exchange rates in Asian, Latin American and African-Middle Eastern markets
David Karemera; John Cole
| Year of publication: |
2010
|
|---|---|
| Authors: | Karemera, David ; Cole, John |
| Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 13.2010, 1, p. 1-18
|
| Subject: | Wechselkurs | Exchange rate | Random Walk | Random walk | Devisenmarkt | Foreign exchange market | Schwellenländer | Emerging economies | ARMA-Modell | ARMA model | Asien | Asia | Lateinamerika | Latin America | Afrika | Africa | Mittlerer Osten | Middle East | 1974-1998 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | ARFIMA = Autoregressive Fractionally Integrated Moving Average |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008857227