Non-linear Granger causality in the currency futures returns
Ioannis Asimakopoulos, David Ayling, Wan Mansor Mahmood
| Year of publication: |
2000
|
|---|---|
| Authors: | Asēmakopulos, Iōannēs ; Ayling, David ; Mahmood, Wan Mansor |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 68.2000, 1, p. 25-30
|
| Subject: | Devisenoption | Currency option | Kausalanalyse | Causality analysis | ARCH-Modell | ARCH model | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Economics letters |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001481919