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Foreign-Exchange Rate Dynamics: An Empirical Study Using Maximum Entropy Spectral Analysis

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  • Callen, Jeffrey L
  • Kwan, Clarence C Y
  • Yip, Patrick C Y

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  • Callen, Jeffrey L & Kwan, Clarence C Y & Yip, Patrick C Y, 1985. "Foreign-Exchange Rate Dynamics: An Empirical Study Using Maximum Entropy Spectral Analysis," Journal of Business & Economic Statistics, American Statistical Association, vol. 3(2), pages 149-155, April.
    • Handle: RePEc:bes:jnlbes:v:3:y:1985:i:2:p:149-55
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    Cited by:

    1. Clements, Kenneth W. & Lan, Yihui, 2010. "A new approach to forecasting exchange rates," Journal of International Money and Finance, Elsevier, vol. 29(7), pages 1424-1437, November.
    2. Pippenger, John, 2008. "Freely Floating Exchange Rates Do Not Systematically Overshoot," University of California at Santa Barbara, Economics Working Paper Series qt97m8z6hw, Department of Economics, UC Santa Barbara.
    3. Pan, Ming-Shiun & Liu, Y. Angela & Chan, Kam C., 1996. "An examination of long-term dependence in black market exchange rates in eight Pacific-Basin countries," International Review of Economics & Finance, Elsevier, vol. 5(2), pages 175-185.
    4. Cereola, Sandra J. & Nichols, Nancy B. & Street, Donna L., 2018. "The predictive ability of entity-wide geographic sales disclosures: IAS 14R versus IFRS 8," Research in Accounting Regulation, Elsevier, vol. 30(2), pages 121-130.
    5. Hansen, Jean-Pierre, 1993. "The kinetic glass transition: what can we learn from molecular dynamics simulations?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 201(1), pages 138-149.

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