SCOPUS 정보 검색 플랫폼

Volumn 68, Issue 1, 2000, Pages 25-30

Non-linear Granger causality in the currency futures returns

Author keywords

C32; Currency futures; G13; Non linear causality; Volatility persistence

Indexed keywords

EID: 0034405860 PISSN: 01651765 EISSN: None Source Type: Journal
DOI: 10.1016/s0165-1765(00)00219-6 Document Type: Article

Times cited : (31)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.