Random walk and structural break in exchange rates
Kenneth A. Tah
| Year of publication: |
2018
|
|---|---|
| Authors: | Tah, Kenneth A. |
| Published in: |
International journal of monetary economics and finance. - Genève [u.a.] : Inderscience Enterprises, ISSN 1752-0479, ZDB-ID 2476010-9. - Vol. 11.2018, 4, p. 384-393
|
| Subject: | exchange rates | random-walk | structural break | additive outlier | innovational outlier | Wechselkurs | Exchange rate | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | Random Walk | Random walk | Kaufkraftparität | Purchasing power parity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJMEF.2018.095744 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011998278