R/S analysis of foreign exchange rates under two international monetary regimes-Reference-Cited by-同舟云学术

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R/S analysis of foreign exchange rates under two international monetary regimes

Published:1982-01 Issue:3 Volume:10 Page:407-415
ISSN:0304-3932
Container-title:Journal of Monetary Economics
language:en
Short-container-title:Journal of Monetary Economics

Author:

Booth G.Geoffrey,Kaen Fred R.,Koveos Peter E.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference16 articles.

1. Streamflow synthesis;Fiering,1967

2. Distribution free tests in a series based on the breaking of records;Foster;Journal of the Royal Statistical Society (B),1954

3. Long-term dependence in common stock returns;Greene;Journal of Financial Economics,1977

4. Long-term storage capacity of reservoirs;Hurst;Transactions of the American Society of Civil Engineers,1951

5. The Hurst phenomenon: A puzzle;Klemes;Water Resources Research,1974

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