Long-memory exchange rate dynamics in the Euro era (Q508201): Difference between revisions

@@ Property / author @@
+Sumit K. Garg
@@ Property / author: Sumit K. Garg / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B84
@@ Property / Mathematics Subject Classification ID: 91B84 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6683332
@@ Property / zbMATH DE Number: 6683332 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+long memory
@@ Property / zbMATH Keywords: long memory / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+cointegration
@@ Property / zbMATH Keywords: cointegration / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+exchange rates
@@ Property / zbMATH Keywords: exchange rates / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+Publication
@@ Property / MaRDI profile type: Publication / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.chaos.2016.02.007
+Normal rank
@@ Property / OpenAlex ID @@
+W2308328843
@@ Property / OpenAlex ID: W2308328843 / rank @@
+Normal rank
@@ Property / cites work @@
+Long memory processes and fractional integration in econometrics
+Normal rank
@@ Property / cites work @@
+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
+Normal rank
@@ Property / cites work @@
+Co-Integration and Error Correction: Representation, Estimation, and Testing
+Normal rank
@@ Property / cites work @@
+Statistical analysis of cointegration vectors
@@ Property / cites work: Statistical analysis of cointegration vectors / rank @@
+Normal rank
@@ Property / cites work @@
+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
+Normal rank
@@ Property / cites work @@
+Comparisons of tests for multivariate cointegration
+Normal rank
@@ Property / cites work @@
+VECTOR AUTOREGRESSIVE MODELS WITH UNIT ROOTS AND REDUCED RANK STRUCTURE:ESTIMATION. LIKELIHOOD RATIO TEST, AND FORECASTING
+Normal rank
@@ Property / cites work @@
+Gaussian semiparametric estimation of long range dependence
+Normal rank
@@ Property / cites work @@
+Cointegration tests on MARS
@@ Property / cites work: Cointegration tests on MARS / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:508201