Asymptotic tests on moving average representation coeficients with an application to innovations on spot and forward exchange rates
Richard T. Baillie
| Year of publication: |
1983
|
|---|---|
| Authors: | Baillie, Richard T. |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 13.1983, 2/3, p. 201-206
|
| Subject: | Devisenkurs | Wechselkurs | Exchange rate | Währungsderivat | Currency derivative | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001855574