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Episodic Nonlinear Event Detection in the Canadian Exchange Rate

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Author Info
Hinich, Melvin J.
Serletis, Apostolos

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Abstract

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File URL: http://www.ingentaconnect.com/content/asa/jasa/2007/00000102/00000477/art00007
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Publisher Info
Article provided by American Statistical Association in its journal Journal of the American Statistical Association.

Volume (Year): 102 (2007)
Issue (Month): (March)
Pages: 68-74
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Handle: RePEc:bes:jnlasa:v:102:y:2007:p:68-74

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  1. Eduardo José Araújo Lima & Benjamin Miranda Tabak, 2008. "Exchange Rate Dynamics and the Relationship between the Random Walk Hypothesis and Official Interventions," Working Papers Series 173, Central Bank of Brazil, Research Department. [Downloadable!]
  2. Cheng, Ai-ru & Jahan-Parvar, Mohammad R. & Rothman, Philip, 2009. "An Empirical Investigation of Stock Market Behavior in the Middle East and North Africa," MPRA Paper 13437, University Library of Munich, Germany. [Downloadable!]
  3. Phillip Wild & Melvin J. Hinich & John Foster, 2008. "The Use of Trimming to Improve the Performance of Tests for Nonlinear Serial Dependence with Application to the Australian National Electricity Market," Discussion Papers Series 367, School of Economics, University of Queensland, Australia. [Downloadable!]
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This page was last updated on 2009-11-22.

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