Tests for covariance stationarity and white noise, with an application to Euro/US dollar exchange rate: An approach based on the evolutionary spectral density

✍ Scribed by Ibrahim Ahamada

• Book ID: 117332325
• Publisher: Elsevier Science
• Year: 2002
• Tongue: English
• Weight: 288 KB
• Volume: 77
• Category: Article
• ISSN: 0165-1765
• DOI: 10.1016/s0165-1765(02)00123-4