The Message in Daily Exchange Rates: A Conditional-Variance Tale
- 1 July 1989
- journal article
- Published by JSTOR in Journal of Business & Economic Statistics
- Vol. 7 (3) , 297
- https://doi.org/10.2307/1391527
Abstract
Formal testing procedures confirm the presence of a unit root in the autoregressive polynomial of the univariate time series representation of daily exchange-ra...Keywords
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