Tests for covariance stationarity and white noise, with an application to Euro-US dollar exchange rate - An approach based on the evolutionary spectral density
| Year of publication: |
2002
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| Authors: | Ahamada, Ibrahim |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 77.2002, 2, p. 177-186
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