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On the persistence of the forward premium in the joint presence of nonlinearity, asymmetry, and structural changes
Cho, Dooyeon - In: Economic modelling 70 (2018), pp. 310-319
Persistent link: https://www.econbiz.de/10012027933
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Adaptive ARFIMA models with applications to inflation
Baillie, Richard; Morana, Claudio - In: Economic modelling 29 (2012) 6, pp. 2451-2459
Persistent link: https://www.econbiz.de/10009673677
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Adaptive ARFIMA models with applications to inflation
Baillie, Richard T.; Morana, Claudio - In: Economic modelling 29 (2012) 6, pp. 2451-2460
Persistent link: https://www.econbiz.de/10010032199