✦ LIBER ✦
A Fractional Cointegration Approach to Testing Mean Reversion Between Spot and Forward Exchange Rates: A Case of High Frequency Data with Low Frequency Dynamics
✍ Scribed by Abul M.M. Masih; Rumi Masih
- Book ID
- 108567756
- Publisher
- John Wiley and Sons
- Year
- 1998
- Tongue
- English
- Weight
- 141 KB
- Volume
- 25
- Category
- Article
- ISSN
- 0306-686X
No coin nor oath required. For personal study only.