Testing for Neglected Nonlinearity in Weekly Foreign Exchange Rates
Year of publication: |
2011
|
---|---|
Authors: | Sadique, M. Shibley |
Published in: |
Review of Economics & Finance. - Better Advances Press, Canada. - Vol. 1.2011, June, 3, p. 77-88
|
Publisher: |
Better Advances Press, Canada |
Subject: | Neglected nonlinearity | ARCH-type models | Exchange rates |
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