Udvidet returret til d. 31. januar 2025

Empirical Modeling of Exchange Rate Dynamics - Francis X. Diebold - Bog

Bag om Empirical Modeling of Exchange Rate Dynamics

In this monograph, we use optimal model specification techniques, including formal unit root tests which allow for trend, and find that all of the exchange rates studied do in fact evolve as random walks or random walks with drift (to a very close approximation).

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783540189664
  • Indbinding:
  • Paperback
  • Sideantal:
  • 143
  • Udgivet:
  • 9. marts 1988
  • Udgave:
  • 11988
  • Størrelse:
  • 244x170x8 mm.
  • Vægt:
  • 289 g.
  • 8-11 hverdage.
  • 11. december 2024
Forlænget returret til d. 31. januar 2025

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Beskrivelse af Empirical Modeling of Exchange Rate Dynamics

In this monograph, we use optimal model specification techniques, including formal unit root tests which allow for trend, and find that all of the exchange rates studied do in fact evolve as random walks or random walks with drift (to a very close approximation).

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