Long memory and structural changes in the forward discount : an empirical investigation
Kyongwook Choi, Eric Zivot
| Year of publication: |
2007
|
|---|---|
| Authors: | Choi, Kyongwook ; Zivot, Eric |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 26.2007, 3, p. 342-363
|
| Subject: | Währungsderivat | Currency derivative | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | US-Dollar | US dollar | Deutschland | Germany | Frankreich | France | Italien | Italy | Kanada | Canada | Großbritannien | United Kingdom | 1976-1999 |
| 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://ebvufind01.dmz1.zbw.eu/10003441997