A fractal analysis of foreign exchange markets
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Economics, Econometrics and Finance,Economics and Econometrics
Link
http://link.springer.com/content/pdf/10.1007/BF02295750.pdf
Reference47 articles.
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3. __. "Fractional Differencing Modeling and Forecasting of Eurocurrency Deposit Rates,"Journal of Financial Research, 20, 3, Fall 1997a, pp. 355–72.
4. __. "Long Memory and Forecasting in Euroyen Deposit Rates,"Financial Engineering and the Japanese Markets, 4, 3, 1997b, pp. 189–201.
5. __. "A Reexamination of the Fragility of Evidence from Cointegration-Based Tests of Foreign Exchange Market Efficiency,"Applied Financial Economics, 7, 1997c, pp. 635–43.
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