Persistence in real variables under alternative exchange rate regimes. Some multi-country evidence

DOI10.1016/0165-1765(94)90064-7zbMATH Open0800.90230OpenAlexW1484489476MaRDI QIDQ1328006FDOQ1328006

Authors: Guglielmo Maria Caporale, Sarantis Kalyvitis, Nikitas Pittis 

Publication date: 3 July 1994

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(94)90064-7

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Cites Work

• Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
• Long-Term Memory in Stock Market Prices
• Limit theorems on the self-normalized range for weakly and strongly dependent processes

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