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雷达卡
对Foreign Exchange数据的平稳性和独立性进行检验，值得一看
Testing unit roots and long range dependence of foreign exchange.pdf
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Abstract：
Foreign exchange rate plays an important role in international finance. This article examines unit roots and the
long range dependence of 23 foreign exchange rates using Robinson’s (1994) test, which is one of the most
efficient tests when testing fractional orders of seasonal/cyclical long memory processes. Monte Carlo simulations
are carried out to explore the accuracy of the test before implementing the empirical applications.
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