Empirical Modeling of Exchange Rate Dynamics - Lecture Notes in Economics and Mathematical Systems - Francis X. Diebold - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783540189664 - March 9, 1988
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Empirical Modeling of Exchange Rate Dynamics - Lecture Notes in Economics and Mathematical Systems Softcover reprint of the original 1st ed. 1988 edition

Francis X. Diebold

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Empirical Modeling of Exchange Rate Dynamics - Lecture Notes in Economics and Mathematical Systems Softcover reprint of the original 1st ed. 1988 edition

In this monograph, we use optimal model specification techniques, including formal unit root tests which allow for trend, and find that all of the exchange rates studied do in fact evolve as random walks or random walks with drift (to a very close approximation).


160 pages, biography

Media Books     Paperback Book   (Book with soft cover and glued back)
Released March 9, 1988
ISBN13 9783540189664
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 143
Dimensions 170 × 244 × 8 mm   ·   263 g
Language German  

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