The Long Memory of the Foreward Premium
Richard Baillie () and
Tim Bollerslev ()
Working Papers from Michigan State - Econometrics and Economic Theory
Keywords: econometrics; econometric models (search for similar items in EconPapers)
Pages: 14 pages
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Journal Article: The long memory of the forward premium (1994)
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Persistent link: https://EconPapers.repec.org/RePEc:fth:mistet:9203
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