Cointegration and the unbiased efficiency of the forward exchange rate
Giulio Cifarelli
| Year of publication: |
1991
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|---|---|
| Authors: | Cifarelli, Giulio |
| Published in: |
Best papers proceedings. - Edwardsville, Ill., ISSN 1058-4110, ZDB-ID 1116671-X. - Vol. 1.1991, 2, p. 40-44
|
| Subject: | Währungsderivat | Currency derivative | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Einheitswurzeltest | Unit root test | 1973-1985 |
| 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/10001128300