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~isPartOf:"Discussion paper / Centre for Economic Forecasting"
~person:"Caporale, Guglielmo Maria"
~subject:"Deutsche Mark"
~subject:"US-Dollar"
~subject:"Volatility"
~subject:"Zins"
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Caporale, Guglielmo Maria
Pittis, Nikitas
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Caporale, Guglielmo M.
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Discussion paper / Centre for Economic Forecasting
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Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo Maria
;
Hassapis, Christis
;
Pittis, …
-
1994
Persistent link: https://www.econbiz.de/10000897287
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Modelling the Sterling-Deutschemark exchange rate : non-linear dependence and thick tails
Caporale, Guglielmo Maria
;
Pittis, Nikitas
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1994
Persistent link: https://www.econbiz.de/10000914052
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