Testing for long-term memory in yen/dollar exchange rate
From MaRDI portal
Publication:1000360
DOI10.1007/BF02425191zbMath1154.91608MaRDI QIDQ1000360
Publication date: 6 February 2009
Published in: Financial Engineering and the Japanese Markets (Search for Journal in Brave)
91B84: Economic time series analysis
91B74: Economic models of real-world systems (e.g., electricity markets, etc.)