Conditional Leptokurtosis and Non-Linear Dependence in Exchange Rate Returns
| Year of publication: |
1998
|
|---|---|
| Authors: | Caporale, Guglielmo Maria ; Hassapis, Christis ; Pittis, Nikitas |
| Published in: |
Journal of Policy Modeling. - Elsevier, ISSN 0161-8938. - Vol. 20.1998, 5, p. 581-601
|
| Publisher: |
Elsevier |