Long memory and forecasting in euro/yen deposit rates

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Publication:1000434


DOI10.1023/A:1009630017314zbMath1153.91780MaRDI QIDQ1000434

John T. Barkoulas, Christopher F. Baum

Publication date: 6 February 2009

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)


62P05: Applications of statistics to actuarial sciences and financial mathematics

91B84: Economic time series analysis

91B82: Statistical methods; economic indices and measures