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Past Trend Versus Future Expectation: Test of Exchange Rate Volatility

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Jati K. Sengupta
Raymond E. Sfeir
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Paper provided by California Santa Barbara - Department of Economics in its series University of California Santa Barbara - Department of Economics with number 13-96.

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Handle: RePEc:fth:calaec:13-96

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Gregogy, A.W. & Pagan, A.R. & Smith, G.W., 1990. "Estimating Linear Quadratic Models With Integrated Processes," RCER Working Papers 247, University of Rochester - Center for Economic Research (RCER).
  2. Kennan, John, 1979. "The Estimation of Partial Adjustment Models with Rational Expectations," Econometrica, Econometric Society, vol. 47(6), pages 1441-55, November. [Downloadable!] (restricted)
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This page was last updated on 2008-9-21.

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