High frequency Deutsche Mark- US dollar returns : FIGARCH representations and non linearities
Richard T. Baillie; Aydin A. Cecen; Young-wook Han
| Year of publication: |
2000
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|---|---|
| Authors: | Baillie, Richard T. ; Cecen, Aydin A. ; Han, Young-wook |
| Published in: |
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society. - Camden, NJ, ISSN 1096-1879, ZDB-ID 14185507. - Vol. 4.2000, 3/4, p. 247-267
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| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | In: Multinational finance journal |
| Source: |
Persistent link: https://www.econbiz.de/10009879228