Testing for nonlinear dependence in daily foreign exchange rates
David A. Hsieh
| Year of publication: |
1989
|
|---|---|
| Authors: | Hsieh, David A. |
| Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 62.1989, 3, p. 339-368
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| Subject: | Wechselkurs | Exchange rate | Zeitreihenanalyse | Time series analysis | Statistische Methodenlehre | Statistical theory | ARCH-Modell | ARCH model | USA | United States | 1974-1983 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001069300