Nonlinearities in the exchange rates returns and volatility

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

ISSN: 0378-4371

Argitalpen urtea: 2002

Alea: 316

Zenbakia: 1-4

Orrialdeak: 469-482

Mota: Artikulua

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