Title of article
Conditional Leptokurtosis and Non-Linear Dependence in Exchange Rate Returns
Author/Authors
Guglielmo Maria Caporale، نويسنده , , Christis Hassapis، نويسنده , , Nikitas Pittis، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1998
Pages
21
From page
581
To page
601
Keywords
StudentיsDistribution , STAR Model , Exchange Rate Returns , ERM. , Heteroskedasticity , Non-linear Dependence , Leptokurtosis
Journal title
Journal of Policy Modeling
Serial Year
1998
Journal title
Journal of Policy Modeling
Record number
225781
Link To Document