Testing for nonlinearity of exchange rates: an information-theoretic approach
Year of publication: |
2011
|
---|---|
Authors: | Zhang, Yuqin ; Soofi, Abdol S. ; Wang, Shouyang |
Published in: |
Journal of Economic Studies. - Emerald Group Publishing. - Vol. 38.2011, November, 6, p. 637-657
|
Publisher: |
Emerald Group Publishing |
Subject: | Contagion | Exchange rates | Exponential autoregressive model | Information theory | Nonlinear | Surrogate data |
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