Showing 1 - 10 of 7,791
Persistent link: https://www.econbiz.de/10002619271
Persistent link: https://www.econbiz.de/10001555246
Persistent link: https://www.econbiz.de/10013421157
Persistent link: https://www.econbiz.de/10011968827
Persistent link: https://www.econbiz.de/10013424138
Persistent link: https://www.econbiz.de/10012875812
Persistent link: https://www.econbiz.de/10013327646
Persistent link: https://www.econbiz.de/10009706287
Persistent link: https://www.econbiz.de/10010497725
This paper documents new results that the ability of structural breaks to explain away non-stationary long memory in the forward premium weakens considerably with higher-frequency data. For daily data, removing structural breaks does not make non-stationary long memory stationary, contrary to...
Persistent link: https://www.econbiz.de/10013159266