Foreign-exchange rate dynamics : An empirical study using maximum entropy spectral analysis
Year of publication: |
1985
|
---|---|
Authors: | Callen, Jeffrey L. |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 3.1985, 2, p. 149-155
|
Subject: | Ökonometrik Schätzung | Devisenkurs | Entropie | Entropy | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Wechselkurs | Exchange rate |
-
Timescale analysis with an entropy-based shift-invariant discrete wavelet transform
Bekiros, Stelios D., (2014)
-
Multivariate maximum entropy densities applied for multivariate analysis of financial time series
Gao, Yang, (2014)
-
Entropy risk factor model of exchange rate prediction
Stanley, Darrol J., (2017)
- More ...
-
Estimating the cost of equity capital using Tobin's q
Callen, Jeffrey L., (1988)
-
Money donations, volunteering and organizational efficiency
Callen, Jeffrey L., (1994)
-
Discussion of "Analyzing late SEC filings for differential impacts of IS and accounting issues"
Callen, Jeffrey L., (2010)
- More ...