Testing for non-linearity in daily sterling exchange rates
Year of publication: |
1996
|
---|---|
Authors: | Brooks, Chris |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 6.1996, 4, p. 307-317
|
Subject: | Pfund Sterling | Pound Sterling | Zeitreihenanalyse | Time series analysis | Wechselkurs | Exchange rate | Theorie | Theory |
-
Modelling volatility and forecasting of exchange rate of British pound sterling and Indian rupee
Gupta, Sanjeev, (2016)
-
Linear and non-linear (non-)forecastability of high-frequency exchange rates
Brooks, Chris, (1997)
-
Lobato, Ignacio N., (1997)
- More ...
-
The performance of football club managers: Skill or luck?
Bell, Adrian, (2013)
-
Hillenbrand, Carola, (2021)
-
The effect of asymmetries on stock index return value at risk estimates
Brooks, Chris, (2003)
- More ...