Testing for long memory in the Asian foreign exchange rates

Journal of Systems Science and Complexity

Volumn 19, Issue 2, 2006, Pages 182-190

  Soofi, Abdol S ^a   Wang, Shouyang ^b   Zhang, Yuqin ^c  

^a UNIVERSITY OF WISCONSIN PLATTEVILLE   (United States)

^b INSTITUTE OF SYSTEMS SCIENCE   (China)

^c UNIVERSITY OF INTERNATIONAL BUSINESS AND ECONOMICS   (China)

Author keywords

Exchange rates; Long memory; Plug in method; Whittle method

Indexed keywords

EID: 33748925247     PISSN: 10096124     EISSN: 15597067     Source Type: Journal    
DOI: 10.1007/s11424-006-0182-5     Document Type: Article

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