Long memory and nonlinear mean reversion in Japanese yen-based real exchange rates
Year of publication: |
2001
|
---|---|
Authors: | Cheung, Yin-Wong ; Lai, Kon S. |
Published in: |
Journal of International Money and Finance. - Elsevier, ISSN 0261-5606. - Vol. 20.2001, 1, p. 115-132
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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