Identifying Multiple Structural Breaks in Exchange Rate Series in a Finance Research.

This paper describes how to resolve a recurrent research problem in finance research, that is, how to identify and then take steps to correct structural breakpoints in time series data sets. A review of finance literature suggests that the familiar method of identifying breaks is by using news repor...

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Publicado en:	Pertanika Journal of Social Sciences & Humanities Vol. 23; pp. 155 - 166
Autores principales:	Zarei, Alireza, Ariff, Mohamed, Law Siong Hook, Md Nassir, Annuar
Formato:	Artículo
Publicado:	Universiti Putra Malaysia Sep2015 Special Issue
Materias:	Financial research Foreign exchange rates Time series analysis Finance literature Sampling errors
Acceso en línea:	Ver este registro en EBSCOhost