Long memory and nonlinear mean reversion in Japanese yen-based real exchange rates

Yin-Wong Cheung; Kon S. Lai

doi:10.1016/S0261-5606(00)00037-1

Long memory and nonlinear mean reversion in Japanese yen-based real exchange rates

Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

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Business & Economics

100

Long memory Business & Economics

Parity Business & Economics

Exchange rates Business & Economics

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