Search Results - subject:"Short‐Memory in Distribution"

A Nonparametric Study of Real Exchange Rate Persistence over a Century

Kim, Hyeongwoo; Ryu, Deockhyun - Department of Economics, Auburn University - 2014

short memory in mean (SMM) and the short memory in distribution (SMD). We found substantially shorter maximum half-life (MHL …

Persistent link: https://www.econbiz.de/10011094585

A nonparametric study of real exchange rate persistence over a century

Kim, Hyeongwoo; Ryu, Deockhyun - 2014

Persistent link: https://www.econbiz.de/10010512598

A Nonparametric Study of Real Exchange Rate Persistence over a Century

Kim, Hyeongwoo; Ryu, Deockhyun - Department of Economics, Auburn University - 2013

short memory in mean (SMM) and the short memory in distribution (SMD). We found substantially shorter maximum half-life (MHL …

Persistent link: https://www.econbiz.de/10010862348

Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach

Kim, Hyeongwoo; Ryu, Deockhyun - Department of Economics, Auburn University - 2013

relative stock price that are based on two statistical notions: the short memory in mean (SMM) and the short memory in … distribution (SMD). Using G7 countries¡¯ stock indices, we obtain strong empirical evidence in favor of the contrarian strategy for …

Persistent link: https://www.econbiz.de/10010862364

Measuring the speed of convergence of stock prices : a nonparametric and nonlinear approach

Kim, Hyeongwoo; Ryu, Deockhyun - 2015

Persistent link: https://www.econbiz.de/10011406641

A nonparametric study of real exchange rate persistence over a century

Kim, Hyeongwoo; Ryu, Deockhyun - In: International review of economics & finance : IREF 37 (2015), pp. 406-418

Persistent link: https://www.econbiz.de/10011542192

Measuring the speed of convergence of stock prices : a nonparametric and nonlinear approach

Kim, Hyeongwoo; Ryu, Deockhyun - In: Economic modelling 51 (2015), pp. 227-241

Persistent link: https://www.econbiz.de/10011475887