Nonlinearities in the exchange rates returns and volatility
- Díaz, A.F.
- Grau-Carles, P.
- Mangas, L.E.
ISSN: 0378-4371
Année de publication: 2002
Volumen: 316
Número: 1-4
Pages: 469-482
Type: Article
Revue:
Physica A: Statistical Mechanics and its Applications