مرکز منطقه ای اطلاع رساني علوم و فناوري - Cross-correlations and cross-bicorrelations in Sterling exchange rates

Title of article :

Cross-correlations and cross-bicorrelations in Sterling exchange rates

Author/Authors :

Chris Brooks، نويسنده , , Melvin J. Hinich، نويسنده ,

Issue Information :

دوماهنامه با شماره پیاپی سال 1999

Pages :

From page :

385

To page :

404

Keywords :

Cross-bicorrelations , Nonlinearity , Cross-correlations , Exchange rates

Journal title :

Journal of Empirical Finance

Serial Year :

1999

Journal title :

Journal of Empirical Finance

Record number :

130652

Link To Document :