Testing for random walk in euro exchange rates using the subsampling approach
Jorge Belaire-Franch and Kwaku K. Opong
| Year of publication: |
2010
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|---|---|
| Authors: | Belaire-Franch, Jorge ; Opong, Kwaku K. |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 17.2010, 10/12, p. 1145-1151
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| Subject: | Euro | Wechselkurs | Exchange rate | Random Walk | Random walk | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | EU-Staaten | EU countries | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008699237