Non-Linear Dependence in ASEAN-5 Foreign Exchange Rates: An Insight from a Battery of Non-Linearity Tests
The main purpose of this study is to provide a deeper insight into the non-linear generating mechanism in the ASEAN-5 exchange rate returns series. To achieve that end, the differing power of the non-linear tests against certain alternatives is utilized. Specifically, the BDS and Hinich bispectru...
Saved in:
| 主要作者: | |
|---|---|
| 格式: | Thesis |
| 語言: | English English |
| 出版: |
2001
|
| 主題: | |
| 在線閱讀: | http://psasir.upm.edu.my/id/eprint/8289/1/FEP_2001_3_ir.pdf |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|