Common stochastic trends in a system of exchange rates
Year of publication: |
1989
|
---|---|
Authors: | Baillie, Richard |
Other Persons: | Bollerslev, Tim (contributor) |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 44.1989, 1, p. 167-181
|
Subject: | Zeitreihenanalyse | Time series analysis | Wechselkurs | Exchange rate | Währungsderivat | Currency derivative |
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