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