Long memory in foreign-exchange rates

Research output: Journal Publications and Reviews › Comment/debate

Overview

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Keyphrases

Long Memory Keyphrases

Foreign Exchange Ra... Keyphrases

Exchange Rate Keyphrases

Maximum Likelihood ... Keyphrases

ARFIMA Model Keyphrases

Approximate Maximum... Keyphrases

Unit Root Keyphrases

Autoregressive Movi... Keyphrases

American Statistica... Keyphrases

Fractionally Integr... Keyphrases

Exchange Rate Data Keyphrases

Impulse Response Fu... Keyphrases

Response Forecast Keyphrases

Long Memory Charact... Keyphrases

INIS

exchange rate INIS

foreign exchange ra... INIS

maximum-likelihood ... INIS

approximations INIS

response functions INIS

Economics, Econometrics and Finance

Exchange Rate Economics, Econometrics a...

ARMA Model Economics, Econometrics a...

Unit Root Economics, Econometrics a...

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