The Review of Economics and Statistics Vol. 86 No. 3 2004
Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models
Abstract
August 01 2004 Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models Yongmiao Hong, Yongmiao Hong Search for other works by this author on: This Site Google Scholar Tae-Hwy Lee Tae-Hwy Lee Search for other works by this author on: This Site Google Scholar Author and Article Information Yongmiao Hong Tae-Hwy Lee Online Issn: 1530-9142 Print Issn: 0034-6535 © 2004 President and Fellows of Harvard College and the Massachusetts Institute of Technology2004 The Review of Economics and Statistics (2004) 86 (3): 840. https://doi.org/10.1162/0034653041811716 Cite Icon Cite Permissions Share Icon Share MailTo Twitter LinkedIn Views Icon Views Article contents Figures & tables Video Audio Supplementary Data Peer Review Search Site Citation Yongmiao Hong, Tae-Hwy Lee; Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models. The Review of Economics and Statistics 2004; 86 (3): 840. doi: https://doi.org/10.1162/0034653041811716 Download citation file: Ris (Zotero) Reference Manager EasyBib Bookends Mendeley Papers EndNote RefWorks BibTex toolbar search Search Dropdown Menu toolbar search search input Search input auto suggest filter your search All ContentAll JournalsThe Review of Economics and Statistics Search Advanced Search This content is only available as a PDF. © 2004 President and Fellows of Harvard College and the Massachusetts Institute of Technology2004 Article PDF first page preview Close Modal You do not currently have access to this content.
- DOI
- 10.1162/0034653041811716
- Volume
- 86
- Issue
- 3
- Pages
- 840-840
- Language
- en
- Sources
- openalex openalex crossref