Fractional differencing modeling and forecasting of eurocurrency deposit rates

Journal of Financial Research

Volumn 20, Issue 3, 1997, Pages 355-372

  Barkoulas, John T ^a   Baum, Christopher F ^a  

^a BOSTON COLLEGE   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0000253391     PISSN: 02702592     EISSN: 14756803     Source Type: Journal    
DOI: 10.1111/j.1475-6803.1997.tb00254.x     Document Type: Article

References (16)

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