Testing of purchasing power parity theory using the doubly truncated ARMA-GARCH model and MCMC algorithms
Suduk Kim; Chyong Ling Chen; Hiroki Tsurumi
| Year of publication: |
2003
|
|---|---|
| Authors: | Kim, Suduk ; Chen, Chyong-lin ; Tsurumi, Hiroki |
| Published in: |
Journal of economic research. - Seoul, ISSN 1226-4261, ZDB-ID 1409101-X. - Vol. 8.2003, 2, p. 111-138
|
| Subject: | Kaufkraftparität | Purchasing power parity | Wechselkurs | Exchange rate | ARCH-Modell | ARCH model | Schätzung | Estimation | Südkorea | South Korea | Thailand | ARMA-Modell | ARMA model |
| Extent: | graph. Darst |
|---|---|
| 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://ebvufind01.dmz1.zbw.eu/10001872373