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

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