Table A4: Unit root tests for time series modified according to Stochastics -

Table A5: Unit root tests for time series modified according to Stochastics - USDJPY

Table A6: Unit root tests for time series modified according to Stochastics - GBPUSD

Table A7: Johansen approach: model specification

 

 

Prof. Ronald MacDonald, Prof. Norbert Fiess

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