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Empirical Modeling of Exchange Rate Dynamics - Lecture Notes in Economics and Mathematical Systems Francis X. Diebold Softcover reprint of the original 1st ed. 1988 edition
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Empirical Modeling of Exchange Rate Dynamics - Lecture Notes in Economics and Mathematical Systems
Francis X. Diebold
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).
160 pages, biography
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 1988. gada 9. marts |
| ISBN13 | 9783540189664 |
| Izdevēji | Springer-Verlag Berlin and Heidelberg Gm |
| Lapas | 143 |
| Izmēri | 170 × 244 × 8 mm · 263 g |
| Valoda | Vācu |
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