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 Ling ; Tsurumi, Hiroki |
| Published in: |
Journal of economic research. - Seoul, ISSN 1226-4261, ZDB-ID 1409101x. - Vol. 8.2003, 2, p. 111-138
|
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009929656