Long memory and nonlinear mean reversion in Japanese yen-based real exchange rates
| Year of publication: |
2001
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|---|---|
| Authors: | Cheung, Yin-Wong ; Lai, Kon S. |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 8720149. - Vol. 20.2001, 1, p. 115-132
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