Testing forward exchange rate unbiasedness efficiently: a semiparametric approach
Year of publication: |
2004
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Authors: | Hodgson, Douglas J. ; Linton, Oliver ; Vorkink, Keith |
Published in: |
Journal of applied economics. - Buenos Aires, ISSN 1514-0326, ZDB-ID 1480229-6. - Vol. 7.2004, 2, p. 325-353
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Subject: | Währungsderivat | Currency derivative | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory |
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