A reexamination of fractional integrating dynamics in foreign currency markets
Year of publication: |
2006
|
---|---|
Authors: | Jin, Hyun J. ; Elder, John ; Koo, Won W. |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 11374767. - Vol. 15.2006, 1, p. 120-135
|
Saved in:
Saved in favorites
Similar items by person
-
A reexamination of fractional integrating dynamics in foreign currency markets
Jin, Hyun J., (2006)
-
A reexamination of fractional integrating dynamics in foreign currency markets
Jin, Hyun J., (2006)
-
Fractional integration in commodity futures returns
Elder, John, (2009)
- More ...