Testing unit roots and long range dependence of foreign exchange
From MaRDI portal
Publication:2851988
DOI10.1111/j.1467-9892.2011.00720.xzbMath1273.62194MaRDI QIDQ2851988
Publication date: 4 October 2013
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://halshs.archives-ouvertes.fr/halshs-00505117/file/10059.pdf
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P05: Applications of statistics to actuarial sciences and financial mathematics
62G05: Nonparametric estimation
62M02: Markov processes: hypothesis testing
Cites Work
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