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Does the forward discount represent a long memory process or short memory process with multiple changes in the mean?
Shahrin, Aidil Rizal, (2015)
Big news in small samples
Schotman, Peter C., (1997)
Premia in forward foreign exchange as unobserved components
Nijman, Theodore E., (1991)
Stock-flow relationships in US housing construction
Lee, Tae-hwy, (1992)
Excess holding yields and risk premia in the term structure of interest rates
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Neural network test and nonparametric Kernel test for neglected nonlinearity in regression models
Lee, Tae-hwy, (2000)