Change point analysis of exchange rates using bootstrapping methods : an application to the Indonesian Rupiah 2000-2008
Amirullah Setya Hardi, Ken-ichi Kawai, Sangyeol Lee, Koichi Maekawa
| Year of publication: |
November 2015
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|---|---|
| Authors: | Hardi, Amirullah Setya ; Kawai, Ken-ichi ; Lee, Sangyeol ; Maekawa, Koichi |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 22.2015, 4, p. 429-444
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| Subject: | Circular block bootstrap | Log-likelihood ratio test | Single change point | Sum of square of residual test | Indonesian Rupiah | Bootstrap-Verfahren | Bootstrap approach | Indonesien | Indonesia | Theorie | Theory | Wechselkurs | Exchange rate | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10690-015-9206-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011524825