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1
Nonlinear deterministic forecasting of daily Peseta-Dollar exchange rate
Soofi, Abdollah S.
;
Reischauer, Robert D.
- In:
Economics letters
62
(
1999
)
2
,
pp. 175-180
Persistent link: https://www.econbiz.de/10001255468
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2
Tests for covariance stationarity and white noise, with an application to euro/US dollar exchange rate : an approach based on the evolutionary spectral density
Ahamada, Ibrahim
- In:
Economics letters
77
(
2002
)
2
,
pp. 177-186
Persistent link: https://www.econbiz.de/10001705554
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3
Estimating daily seasonals in financial time series : the use of high-pass spectral filters
Copeland, Laurence S.
- In:
Economics letters
43
(
1993
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10001151890
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4
Comparative forecasting performance of symmetric and asymmetric conditional volatility models of an exchange rate
Balaban, Ercan
- In:
Economics letters
83
(
2004
)
1
,
pp. 99-105
Persistent link: https://www.econbiz.de/10001968237
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5
Testing nonlinear forecastability in time series :
theory
and evidence from the EMS
Fernández Rodríguez, Fernando
- In:
Economics letters
59
(
1998
)
1
,
pp. 49-63
Persistent link: https://www.econbiz.de/10001239094
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6
A switching model with flexible threshold variable : with an application to nonlinear dynamics in stock returns
Massacci, Daniele
- In:
Economics letters
119
(
2013
)
2
,
pp. 199-203
Persistent link: https://www.econbiz.de/10009745760
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7
Long-term dependence in stock returns
Barkoulas, John T.
- In:
Economics letters
53
(
1996
)
3
,
pp. 253-259
Persistent link: https://www.econbiz.de/10001216270
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8
A mixed frequency approach for stock returns and valuation ratios
Dergiades, Theologos
;
Milas, Costas
;
Panagiōtidēs, …
- In:
Economics letters
187
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012504317
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9
Testing efficient market hypothesis for the dollar-sterling gold standard exchange rate 1890 - 1906 : MLE with double truncation
Goldman, Elena
- In:
Economics letters
69
(
2000
)
3
,
pp. 253-259
Persistent link: https://www.econbiz.de/10001525548
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10
Are there bubbles in the Sterling-dollar exchange rate? : new evidence from sequential ADF tests
Bettendorf, Timo
;
Chen, Wenjuan
- In:
Economics letters
120
(
2013
)
2
,
pp. 350-353
Persistent link: https://www.econbiz.de/10010128868
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