Fractional Integration and Cointegration in the Japanese Exchange Rate Market

  1. GIL-ALANA, L.A.
Journal:
Japanese Political Economy

ISSN: 2329-1958,  2329-194X

Year of publication: 2005

Volume: 32

Issue: 4

Pages: 12-35

Type: Article

DOI: 10.1080/2329194X.2005.11045205 GOOGLE SCHOLAR
Data source: Scopus