Semiparametric estimation of seasonal long memory models : theory and an application to the modeling of exchange rates
Ignacio N. Lobato
| Year of publication: |
1997
|
|---|---|
| Authors: | Lobato, Ignacio N. |
| Published in: |
Investigaciones económicas. - Madrid, ISSN 0210-1521, ZDB-ID 864299-0. - Vol. 21.1997, 2, p. 273-295
|
| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Wechselkurs | Exchange rate | Pfund Sterling | Pound Sterling | Deutsche Mark | Theorie | Theory |
| 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/10001234521