Nonlinearities in the exchange rates returns and volatility

  1. Díaz, A.F.
  2. Grau-Carles, P.
  3. Mangas, L.E.
Journal:
Physica A: Statistical Mechanics and its Applications

ISSN: 0378-4371

Year of publication: 2002

Volume: 316

Issue: 1-4

Pages: 469-482

Type: Article

DOI: 10.1016/S0378-4371(02)01203-7 GOOGLE SCHOLAR
Data source: Scopus