Estimation and testing of ARFIMA models in the real exchange rate

  1. Gil-Alana, L.A.
  2. Toro, J.
Journal:
International Journal of Finance and Economics

ISSN: 1076-9307

Year of publication: 2002

Volume: 7

Issue: 4

Pages: 279-292

Type: Article

DOI: 10.1002/IJFE.192 GOOGLE SCHOLAR

Sustainable development goals

Data source: Scopus