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Testing purchasing power parity in a DFA rolling Hurst framework : the case of 23 OECD countries
Gkonkas, Periklēs; Papadimitriou, Theophilos; … - In: Applied financial economics 23 (2013) 16/18, pp. 1399-1406
Persistent link: https://www.econbiz.de/10010259398
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Testing purchasing power parity in a DFA rolling Hurst framework: the case of 23 OECD countries
Gogas, Periklis; Papadimitriou, Theophilos; Sarantitis, … - In: Applied financial economics 23 (2013) 17, pp. 1399-1406
Persistent link: https://www.econbiz.de/10010170595
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Purchasing power parity, nonlinearity and chaos
Serletis, Apostolos; Gogas, Periklis - In: Applied financial economics 10 (2000) 6, pp. 615-622
Persistent link: https://www.econbiz.de/10007675997