Simultaneous Modeling of Trend, Non-Stationarity and Long-Range Dependence in Exchange Rates

Discussion and Working Paper // 2002
Discussion and Working Paper // 2002

Simultaneous Modeling of Trend, Non-Stationarity and Long-Range Dependence in Exchange Rates

Lüders, Erik, Jan Beran, Yuanhua Feng and Günter Franke (2002), Simultaneous Modeling of Trend, Non-Stationarity and Long-Range Dependence in Exchange Rates, Konstanz

Authors Erik Lüders // Jan Beran // Yuanhua Feng // Günter Franke