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The distribution of currency futures price changes : a two-piece mixture of normals approach
Pan, Ming-Shiun, (1995)
Do currency futures prices follow random walks?
Pan, Ming-Shiun, (1997)
A nonparametric test for autoregressive conditional heteroscedasticity : a Markov-chain approach
Gregory, Allan W., (1989)
Optimal hedged portfolios : the case of jump-diffusion risks
Park, Keehwan, (1993)
A strategy for monetary policy using a multiple time series model
Fujihara, Roger Arnold, (1988)
International linkages between short-term real interest rates
Fujihara, Roger Arnold, (1996)