Tests for covariance stationarity and white noise, with an application to Euro/US dollar exchange rate - An approach based on the evolutionary spectral density

Author： Ahamada I.  

Publisher： Elsevier

ISSN： 0165-1765

Source： Economics Letters, Vol.77, Iss.2, 2002-10, pp. : 177-186

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Erratum to ''Tests for covariance stationarity and white noise, with an application to Euro/US dollar exchange rate - An approach based on the evolutionary spectral density'' [Economics Letters 77 (2002) 177-186]

By Ahamada I.   Boutahar M.  

Economics Letters, Vol. 78, Iss. 2, 2003-02 ,pp. : 293-293

Elsevier

Access to resources Recommend Favorite

Long-memory and shifts in the unconditional variance in the exchange rate euro/US dollar returns

By Nouira Leïla   Ahamada Ibrahim   Jouini Jamel   Nurbel Alain  

Applied Economics Letters, Vol. 11, Iss. 9, 2004-01 ,pp. : 591-594

Routledge Ltd

Access to resources Recommend Favorite

Detecting multiple breaks in time series covariance structure: a non-parametric approach based on the evolutionary spectral density

By Ahamada Ibrahim   Jouini Jamel   Boutahar Mohamed  

Applied Economics, Vol. 36, Iss. 10, 2004-06 ,pp. : 1095-1101

Routledge Ltd

Access to resources Recommend Favorite

Productivity and the Euro-Dollar Real Exchange Rate

By Lewis Vivien J.  

Review of World Economics, Vol. 143, Iss. 2, 2007-04 ,pp. : 324-348

Springer Publishing Company

Access to resources Recommend Favorite

Testing exchange rate efficiency: the case of euro-dollar

By Mazzoli Marco   Barducci Christian  

International Review of Applied Economics, Vol. 23, Iss. 4, 2009-07 ,pp. : 521-540

Routledge Ltd

Access to resources Recommend Favorite