Long memory and forecasting in euro/yen deposit rates

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)

Mathematics Subject Classification ID

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

91B84: Economic time series analysis

91B82: Statistical methods; economic indices and measures