Estimation and testing of arfima models in the real exchange rate
Alana, L.A. Gil and Toro, J.
Estimation and testing of arfima models in the real exchange rate J5270 2002 - 2002 - 279-292 V. 7 Issue. 4
Finance and Economics
Fractional integration;Long memory;Purchasing power parity;
Estimation and testing of arfima models in the real exchange rate J5270 2002 - 2002 - 279-292 V. 7 Issue. 4
Finance and Economics
Fractional integration;Long memory;Purchasing power parity;