Long memory and forecasting in euro/yen deposit rates

DOI10.1023/A:1009630017314zbMath1153.91780MaRDI QIDQ1000434

John T. Barkoulas, Christopher F. Baum

Publication date: 6 February 2009

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

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