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Empirical Modeling of Exchange Rate Dynamics - Lecture Notes in Economics and Mathematical Systems Softcover reprint of the original 1st ed. 1988 edition
Francis X. Diebold
Empirical Modeling of Exchange Rate Dynamics - Lecture Notes in Economics and Mathematical Systems Softcover reprint of the original 1st ed. 1988 edition
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
Mídia | Livros Paperback Book (Livro de capa flexível e brochura) |
Lançado | 9 de março de 1988 |
ISBN13 | 9783540189664 |
Editoras | Springer-Verlag Berlin and Heidelberg Gm |
Páginas | 143 |
Dimensões | 170 × 244 × 8 mm · 263 g |
Idioma | German |
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