Long memory in the R$, US$ exchange rate : a robust analysis
Márcio Poletti Laurini; Marcelo Savino Portugal
| Year of publication: |
2004
|
|---|---|
| Authors: | Laurini, Márcio Poletti ; Portugal, Marcelo Savino |
| Published in: |
Brazilian review of econometrics : the review of the Brazilian Econometric Society. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1980-2447, ZDB-ID 2125187-3. - Vol. 24.2004, 1, p. 109-147
|
| Subject: | Wechselkurs | Exchange rate | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Brasilien | Brazil | USA | United States | ARMA-Modell | ARMA model |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zsfassung in portug. Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003116247