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

โœ Scribed by Yin-Wong Cheung; Kon S Lai


Book ID
117427648
Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
225 KB
Volume
20
Category
Article
ISSN
0261-5606

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Nonlinear mean reversion in real exchang
โœ Georgios E. Chortareas; George Kapetanios; Yongcheol Shin ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 56 KB