Tests for covariance stationarity and white noise, with an application to Euro/US dollar exchange rate: An approach based on the evolutionary spectral density
| Year of publication: |
2002
|
|---|---|
| Authors: | Ahamada, Ibrahim |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 77.2002, 2, p. 177-186
|
| Publisher: |
Elsevier |