Besteht Long Memory in Devisenkursen? : Eine semiparametrische Analyse
von Wolfgang Barth und Eckart Bomsdorf
| Year of publication: |
1997
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|---|---|
| Authors: | Barth, Wolfgang ; Bomsdorf, Eckart |
| Published in: |
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society. - Heidelberg : Physica-Verl., ISSN 0002-6018, ZDB-ID 442-X. - Vol. 81.1997, 2, p. 158-175
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| Subject: | Wechselkurs | Exchange rate | Zeitreihenanalyse | Time series analysis | Deutsche Mark | Volatilität | Volatility | Effizienzmarkthypothese | Efficient market hypothesis | Welt | World | 1974-1994 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | German |
| Notes: | Is there long memory in foreign exchange rates? |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001220250