//-->
Examining the long-range dependence in exchange rates
Fung, Hung-gay, (1995)
Forward market efficiency and foreign exchange rate determination
Lin, Jigeng, (1994)
Are dollar exchange rates cointegrated after all?
Girardin, Eric, (1997)
Testing for nonlinear dependence in daily foreign exchange rate changes
Hsieh, David A., (1988)
A nonlinear stochastic rational expectations model of exchange rates
Hsieh, David A., (1992)
Chaos and nonlinear dynamics : application to financial markets
Hsieh, David A., (1991)