A reexamination of fractional integrating dynamics in foreign currency markets
Year of publication: |
2006
|
---|---|
Authors: | Jin, Hyun J. ; Elder, John ; Koo, Wŏn-hoe |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 15.2006, 1, p. 120-135
|
Subject: | Devisenmarkt | Foreign exchange market | Effizienzmarkthypothese | Efficient market hypothesis | Zeitreihenanalyse | Time series analysis | Industrieländer | Industrialized countries | Zustandsraummodell | State space model |
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