Foreign-Exchange Rate Dynamics: An Empirical Study Using Maximum Entropy Spectral Analysis
Jeffrey L. Callen, Clarence C. Y. Kwan, Patrick C. Y. Yip · Journal of Business and Economic Statistics · 1985
Jeffrey L. Callen, Clarence C. Y. Kwan, Patrick C. Y. Yip, Foreign-Exchange Rate Dynamics: An Empirical Study Using Maximum Entropy Spectral Analysis, Journal of Business & Economic Statistics, Vol. 3, No. 2 (Apr., 1985), pp. 149-155