Non-linear Granger causality in the currency futures returns
Year of publication: |
2000
|
---|---|
Authors: | Asēmakopulos, Iōannēs ; Ayling, David ; Mahmood, Wan Mansor |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 68.2000, 1, p. 25-30
|
Subject: | Devisenoption | Currency option | Kausalanalyse | Causality analysis | ARCH-Modell | ARCH model | Theorie | Theory |
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