Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study
| Year of publication: |
2004
|
|---|---|
| Authors: | Sarno, Lucio ; Taylor, Mark P. ; Chowdhury, Ibrahim |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 8720149. - Vol. 23.2004, 1, p. 1-26
|