Efficient market hypothesis and the RMB-Dollar rates : a nonlinear modeling of the exchange rate
Year of publication: |
February 2018
|
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Authors: | Yao, Hongxing ; Rahaman, Abdul Rashid Abdul |
Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 10.2018, 2, p. 150-160
|
Subject: | Self Exciting Threshold Auto-regression (SETAR) | Reduced-form Vector Autoregression (VAR) | exchange rates | root mean square error | Renminbi | Wechselkurs | Exchange rate | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Effizienzmarkthypothese | Efficient market hypothesis | Autokorrelation | Autocorrelation |
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