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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)
Pitfalls in econometric forecasting with illustrations from exchange rate economics
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Testing the forward volatility unbiasedness hypothesis in exchange rates under long-range dependence
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Neural network test and nonparametric Kernel test for neglected nonlinearity in regression models
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Stock-flow relationships in US housing construction
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Excess holding yields and risk premia in the term structure of interest rates
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