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Statistical aspects of ARCH and stochastic volatility
Shephard, Neil G., (1996)
The European exchange rate mechanism and the volatility of the Sterling-Deutschemark exchange rate
Pesaran, Bahram, (1993)
The behaviour of the Deutsche Mark- Sterling exchange rate
Motamen-Scobie, Homa, (1995)
Unit root testing using covariates : some theory and evidence
Caporale, Guglielmo Maria, (1999)
Excess returns in the EMS : do "weak" currencies still exit after the widening of the fluctuation bands?
Caporale, Guglielmo Maria, (1994)
Modelling the Sterling-Deutschemark exchange rate : non-linear dependence and thick tails