Long Memory and Structural Changes in the Forward Discount: An Empirical Investigation

Kyongwook Choi and Eric Zivot
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Kyongwook Choi: Ohio University
Eric Zivot: University of Washington

Econometrics from University Library of Munich, Germany

Keywords: Long memory; Structural Changes (search for similar items in EconPapers)
JEL-codes: F3 (search for similar items in EconPapers)
Pages: 45 pages
Date: 2003-07-04, Revised 2003-07-23
Note: Type of Document - Acrobat PDF; prepared on IBM PC; to print on HP/PostScript/Franciscan monk; pages: 45 ; figures: included
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:wpa:wuwpem:0307001

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