On the nonstationarity of the exchange rate process
Year of publication: |
2010-11
|
---|---|
Authors: | Ohnishi, Takaaki ; Takayasu, Hideki ; Itō, Takatoshi ; Hashimoto, Yūko ; Watanabe, Tsutomu |
Publisher: |
[Kunitachi] : Research Center for Price Dynamics, Institute of Economic Research, Hitotsubashi University |
Subject: | Pearson's chi-square test | Wechselkurs | Exchange rate | Yen | US-Dollar | US dollar | Stochastischer Prozess | Stochastic process | Statistischer Test | Statistical test | Ökonophysik | Econophysics | Schätzung | Estimation | Nichtparametrischer Test | Nonparametric test | 1998-2005 |
Description of contents: |
Preprint submitted to International Review of Financial Analysis November 16, 2010
|
Extent: | Online-Ressource (12 S., 321 Kb) graph. Darst. |
---|---|
Series: | Working paper series, understanding inflation dynamics of the Japanese economy. - Kunatachi, ZDB-ID 2491826-X. - Vol. 65 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader English |
Other identifiers: | hdl:10086/18747 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
On the nonstationarity of the exchange rate process
Ohnishi, Takaaki, (2012)
-
A filtering process to remove the stochastic component from intraday seasonal volatility
Cho, Jang Hyung, (2014)
-
Dynamics of quote and deal prices in the foreign exchange market
Ohnishi, Takaaki, (2008)
- More ...
-
On the nonstationarity of the exchange rate process
Ohnishi, Takaaki, (2012)
-
Dynamics of quote and deal prices in the foreign exchange market
Ohnishi, Takaaki, (2008)
-
Hashimoto, Yūko, (2008)
- More ...