A fractional cointegration var analysis of exchange rate dynamics
Luis A. Gil-Alana, Hector Carcel
| Year of publication: |
2020
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|---|---|
| Authors: | Gil-Alaña, Luis A. ; Carcel, Hector |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 51.2020, p. 1-9
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| Subject: | Cointegration | Exchange rates | FCVAR model | Long memory | Theorie | Theory | Kointegration | Wechselkurs | Exchange rate | Zeitreihenanalyse | Time series analysis | VAR-Modell | VAR model | Schätzung | Estimation | Kaufkraftparität | Purchasing power parity | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2018.09.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012658798