Long-memory exchange rate dynamics in the Euro era

DOI10.1016/j.chaos.2016.02.007zbMath1415.91227MaRDI QIDQ508201

Yong-Cai Geng, Sumit K. Garg

Publication date: 10 February 2017

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.chaos.2016.02.007

zbMATH Keywords

cointegration; long memory; exchange rates

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

91B84: Economic time series analysis