Advanced search
Publication Cover
Journal of Business & Economic Statistics Volume 3, 1985 - Issue 2
Submit an article Journal homepage
17
Views
2
CrossRef citations to date
0
Altmetric
Original Articles

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

Jeffrey L. Callen Jerusalem School of Business Administration, Hebrew University of Jerusalem, Jerusalem, 90 915, Israel; Erindale College, University of Toronto, Mississauga, Ontario, Canada, L5L 1C6
,
Clarence C. Y. Kwan Faculty of Business, McMaster University, Hamilton, Ontario, Canada, L8S 4M4
&
Patrick C. Y. Yip Department of Mathematical Sciences, McMaster University, Hamilton, Ontario, Canada, L8S 4K1
Pages 149-155 | Published online: 02 Jul 2012

Citations (2)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (1)

PatrickL. Brockett, MelvinJ. Hinich & Douglas Patterson. (1988) Bispectral-Based Tests for the Detection of Gaussianity and Linearity in Time Series. Journal of the American Statistical Association 83:403, pages 657-664.
Read now

Articles from other publishers (1)

Don Herrmann. (2007) The Predictive Ability of Geographic Segment Information at the Country, Continent, and Consolidated Levels. Journal of International Financial Management & Accounting 7:1, pages 50-73.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.