Testing for nonlinear dependence in daily foreign exchange rate changes
Year of publication: |
1988
|
---|---|
Authors: | Hsieh, David A. |
Publisher: |
Chicago, IL : Univ. of Chicago, Graduate School of Business [u.a.] |
Subject: | Wechselkurs | Exchange rate | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Statistische Methodenlehre | Statistical theory | Theorie | Theory |
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