Foreign-exchange rate dynamics : An empirical study using maximum entropy spectral analysis
Year of publication: |
1985
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Authors: | Callen, Jeffrey L. |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 3.1985, 2, p. 149-155
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Subject: | Ökonometrik Schätzung | Devisenkurs | Wechselkurs | Exchange rate | Entropie | Entropy | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | USA | United States | Theorie | Theory |
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