메뉴 건너뛰기




Volumn 277, Issue 1, 2000, Pages 228-238

Indeterminacy in foreign exchange markets

Author keywords

[No Author keywords available]

Indexed keywords

CORRELATION METHODS; COSTS; ERROR ANALYSIS; MARKETING;

EID: 0033886952     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(99)00589-0     Document Type: Article
Times cited : (3)

References (16)
  • 2
    • 0001504360 scopus 로고
    • The variation of certain speculative prices
    • Mandelbrot B.B. The variation of certain speculative prices. J. Business. 36:1963;394.
    • (1963) J. Business , vol.36 , pp. 394
    • Mandelbrot, B.B.1
  • 3
    • 8344223565 scopus 로고
    • Scaling behavior in the dynamics of an economics index
    • Mantegna R., Stanley H.E. Scaling behavior in the dynamics of an economics index. Nature. 376:1995;46.
    • (1995) Nature , vol.376 , pp. 46
    • Mantegna, R.1    Stanley, H.E.2
  • 5
    • 0001571132 scopus 로고    scopus 로고
    • The statistical properties of the volatility of price fluctuations, preprint cond-mat / 9903369
    • Liu Y., Gopikrishnan P., Cizeau P., Meyer M., Peng C.-K., Stanley H.E. The statistical properties of the volatility of price fluctuations, preprint cond-mat. / 9903369 Phys Rev E. 60:1999;1390.
    • (1999) Phys Rev e , vol.60 , pp. 1390
    • Liu, Y.1    Gopikrishnan, P.2    Cizeau, P.3    Meyer, M.4    Peng, C.-K.5    Stanley, H.E.6
  • 7
    • 0041059062 scopus 로고
    • A long memory property of stock market returns and a new model
    • Ding Z., Granger C.W.J., Engle R.F. A long memory property of stock market returns and a new model. J. Empirical Finance. 1:1993;83.
    • (1993) J. Empirical Finance , vol.1 , pp. 83
    • Ding, Z.1    Granger, C.W.J.2    Engle, R.F.3
  • 9
    • 43949154946 scopus 로고
    • Long-range dependence in the conditional variance of stock returns
    • Crato N., De Lima P. Long-range dependence in the conditional variance of stock returns. Econom. Lett. 45:1994;281.
    • (1994) Econom. Lett. , vol.45 , pp. 281
    • Crato, N.1    De Lima, P.2
  • 10
    • 30244493399 scopus 로고    scopus 로고
    • Long memory processes and fractional integration in econometrics
    • Baillie R.T. Long memory processes and fractional integration in econometrics. J. Econom. 73:1996;5.
    • (1996) J. Econom. , vol.73 , pp. 5
    • Baillie, R.T.1
  • 11
    • 0030139575 scopus 로고    scopus 로고
    • The econometrics of financial markets
    • Pagan A. The econometrics of financial markets. J. Empirical Finance. 3:1996;15.
    • (1996) J. Empirical Finance , vol.3 , pp. 15
    • Pagan, A.1
  • 12
    • 0033235663 scopus 로고    scopus 로고
    • Multiscale behaviour of volatility autocorrelations in a financial market
    • Pasquini M., Serva M. Multiscale behaviour of volatility autocorrelations in a financial market. Econom. Lett. 65:1999;275.
    • (1999) Econom. Lett. , vol.65 , pp. 275
    • Pasquini, M.1    Serva, M.2
  • 13
    • 85031582214 scopus 로고    scopus 로고
    • Clustering of volatility as a multiscale phenomenon
    • submitted for publication
    • M. Pasquini, M. Serva, Clustering of volatility as a multiscale phenomenon, J. Int. Money Finance, submitted for publication.
    • J. Int. Money Finance
    • Pasquini, M.1    Serva, M.2
  • 15
    • 0032545911 scopus 로고    scopus 로고
    • Price discovery in the foreign exchange market: An empirical analysis of the yen / dmark rate
    • De Jong F., Mahieu R., Schotman P. Price discovery in the foreign exchange market: an empirical analysis of the yen. / dmark rate J. Int. Money Finance. 17:1998;5.
    • (1998) J. Int. Money Finance , vol.17 , pp. 5
    • De Jong, F.1    Mahieu, R.2    Schotman, P.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.