Cointegration of stochastic multifractals with application to foreign exchange rates

International Transactions in Operational Research

Volumn 7, Issue 4-5, 2000, Pages 349-363

  Anh, V V ^a   Tieng, Q M ^a   Tse, Y K ^b  

^a QUEENSLAND UNIVERSITY OF TECHNOLOGY   (Australia)

^b NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0001440606     PISSN: 09696016     EISSN: 14753995     Source Type: Journal    
DOI: 10.1111/j.1475-3995.2000.tb00204.x     Document Type: Article

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