Long memory and structural changes in the forward discount : an empirical investigation
Year of publication: |
July 23, 2003
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Authors: | Choi, Kyongwook ; Zivot, Eric |
Publisher: |
Brussels, Belgium : EERI, Economics and Econometrics Research Institute |
Subject: | Long Memory | Structural Changes | Forward Discount | Zeitreihenanalyse | Time series analysis | Währungsderivat | Currency derivative | Strukturbruch | Structural break | Strukturwandel | Structural change | US-Dollar | US dollar | Deutschland | Germany | Wechselkurs | Exchange rate | Großbritannien | United Kingdom | Theorie | Theory |
Extent: | 1 Online-Ressource (circa 45 Seiten) Illustrationen |
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Series: | EERI research paper series. - Brussels : EERI, ISSN 2031-4892, ZDB-ID 2861229-2. - Vol. no 2003/02 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Other identifiers: | hdl:10419/142492 [Handle] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models ; F31 - Foreign Exchange |
Source: | ECONIS - Online Catalogue of the ZBW |
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