Cross-correlations and cross-bicorrelations in Sterling exchange rates
| Year of publication: |
1999
|
|---|---|
| Authors: | Brooks, Chris ; Hinich, Melvin J. |
| Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 6.1999, 4, p. 385-404
|
| Publisher: |
Elsevier |