Generalized long memory processes, failure of cointegration tests and exchange rate dynamcis
Aaron D. Smallwood and Stefan C. Norrbin
| Year of publication: |
2006
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|---|---|
| Authors: | Smallwood, Aaron D. ; Norrbin, Stefan C. |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 21.2006, 4, p. 409-417
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| Subject: | Wechselkurs | Exchange rate | ARMA-Modell | ARMA model | Kointegration | Cointegration | US-Dollar | US dollar | Kanada | Canada | Deutschland | Germany | Frankreich | France | Italien | Italy | Schweiz | Switzerland | Japan | Großbritannien | United Kingdom | 1980-1998 |
| Extent: | graph. Darst. |
|---|---|
| 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/10003338620