Nonlinearities in the exchange rates returns and volatility

Physica A: Statistical Mechanics and its Applications 2002 Vol. 316; Iss. 1-4

Nonlinearities in the exchange rates returns and volatility

Andrés Fernández Dı́az, Pilar Grau-Carles, Lorenzo Escot Mangas
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Volume:
316
Year:
2002
Language:
english
Pages:
14
DOI:
10.1016/s0378-4371(02)01203-7
File:
PDF, 202 KB
english, 2002
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