A reexamination of fractional integrating dynamics in foreign currency markets

Hyun J. Jin (), John Elder () and Won W. Koo

International Review of Economics & Finance, 2006, vol. 15, issue 1, pages 120-135

Date: 2006
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Working Paper: A REEXAMINATION OF FRACTIONAL INTEGRATING DYNAMICS IN FOREIGN CURRENCY MARKETS (2004)
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Persistent link: http://EconPapers.repec.org/RePEc:eee:reveco:v:15:y:2006:i:1:p:120-135

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