Long memory in foreign exchange rates revisited
Rolf Tschernig
| Year of publication: |
1995
|
|---|---|
| Authors: | Tschernig, Rolf |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 5.1995, 2/3, p. 53-78
|
| Subject: | Wechselkurs | Exchange rate | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | USA | United States | Deutschland | Germany | Schweiz | Switzerland | ARMA-Modell | ARMA model | 1973-1990 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of international financial markets, institutions & money |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001508144