Persistent Dependence in Foreign Exchange Rates? A Reexamination
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More about this item
KeywordsForeign exchange; long memory; weak form of market efficiency; Gaussian semiparametric method;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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