Title of article :
Modelling the sterling-deutschmark exchange rate: Non-linear dependence and thick tails
Author/Authors :
Guglielmo Maria Caporale، نويسنده , , Nikitas Pittis، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1996
Pages :
14
From page :
1
To page :
14
Keywords :
Heteroscedasticity , Leptokurtosis , Non-linear Dependence , STAR Model
Journal title :
Economic Modelling
Serial Year :
1996
Journal title :
Economic Modelling
Record number :
227339
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=227339
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