✦ LIBER ✦

Testing for Long Memory in the Asian Foreign Exchange Rates

✍ Scribed by Abdol S. Soofi; Shouyang Wang; Yuqin Zhang

Book ID: 107346947
Publisher: Academy of Mathematics and Systems Science, Chinese Academy of Sciences
Year: 2006
Tongue: English
Weight: 243 KB
Volume: 19
Category: Article
ISSN: 1009-6124
DOI: 10.1007/s11424-006-0182-5

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Testing for long-term memory in yen/doll

Testing for long-term memory in yen/dollar exchange rate

✍ R. Bhar 📂 Article 📅 1994 🏛 Springer 🌐 English ⚖ 481 KB

Long memory in the interest rates in som

Long memory in the interest rates in some Asian countries

✍ Luis A. Gil-Alana 📂 Article 📅 2003 🏛 Springer US 🌐 English ⚖ 942 KB

Testing the random walk hypothesis for r

Testing the random walk hypothesis for real exchange rates

✍ In Choi 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 183 KB 👁 1 views

This paper tests the random walk hypothesis for the log-dierenced monthly US real exchange rates versus some major currencies. The tests we use are variance ratio test, Durlauf's (1991) spectral domain tests and Andrews and Ploberger's (1996) optimal tests. The variance ratio test is calculated by u

Testing the Taylor Model Predictability

Testing the Taylor Model Predictability for Exchange Rates in Latin America

✍ Marcelo L. Moura 📂 Article 📅 2008 🏛 Springer US 🌐 English ⚖ 237 KB

The behavior of the exchange rate in the

The behavior of the exchange rate in the genetic algorithm with agents having long memory

✍ Yiping Xu 📂 Article 📅 2005 🏛 Springer-Verlag 🌐 English ⚖ 356 KB

Term effects and the time-varying risk p

Term effects and the time-varying risk premium in tests of forward foreign exchange rate unbiasedness

✍ Janice Boucher Breuer 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 140 KB 👁 2 views