Testing unit roots and long range dependence of foreign exchange (Q2851988)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing unit roots and long range dependence of foreign exchange |
scientific article |
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Testing unit roots and long range dependence of foreign exchange (English)
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4 October 2013
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foreign exchange rate
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long memory processes
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Monte Carlo simulation
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non-stationary
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test
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