Statistical long-term dependence in currency futures markets
Jonathan Batten and Craig Ellis
| Year of publication: |
1998
|
|---|---|
| Authors: | Batten, Jonathan A. |
| Other Persons: | Ellis, Craig (contributor) |
| Published in: |
Advances in Pacific Basin financial markets. - Stamford, Conn. : JAI Press, ZDB-ID 1236143-4. - Vol. 4.1998, p. 159-170
|
| Subject: | Währungsderivat | Currency derivative | Zeitreihenanalyse | Time series analysis | Singapur | Singapore | 1987-1993 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001250669