The long memory of the forward premium during the 1920s’ float : evidence from the European foreign exchange market
Taufiq Choudhry
| Year of publication: |
2013
|
|---|---|
| Authors: | Choudhry, Taufiq |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 19.2013, 9/10, p. 964-977
|
| Subject: | GPH test | Robinson test | ARFIMA | forward premium | long memory | Zeitreihenanalyse | Time series analysis | Devisenmarkt | Foreign exchange market | Risikoprämie | Risk premium | Theorie | Theory | Wechselkurs | Exchange rate | Währungsderivat | Currency derivative | Schätzung | Estimation | ARMA-Modell | ARMA 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/10010245643