Change point analysis of exchange rates using bootstrapping methods : an application to the Indonesian Rupiah 2000-2008
Year of publication: |
November 2015
|
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Authors: | Hardi, Amirullah Setya ; Kawai, Ken-ichi ; Lee, Sangyeol ; Maekawa, Koichi |
Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 22.2015, 4, p. 429-444
|
Subject: | Circular block bootstrap | Log-likelihood ratio test | Single change point | Sum of square of residual test | Indonesian Rupiah | Indonesien | Indonesia | Bootstrap-Verfahren | Bootstrap approach | Wechselkurs | Exchange rate | Schätztheorie | Estimation theory |
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