Cointegration, fractional cointegration, and exchange rate dynamics
Richard T. Baillie and Tim Bollerslev
| Year of publication: |
1994
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|---|---|
| Authors: | Baillie, Richard |
| Other Persons: | Bollerslev, Tim (contributor) |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 49.1994, 2, p. 737-745
|
| Subject: | Wechselkurs | Exchange rate | Schätztheorie | Estimation theory | Theorie | Theory | Schätzung | Estimation | USA | United States | Deutschland | Germany | 1980-1985 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001169038