Non-linearity and exchange rates

Journal of Forecasting

Volumn 17, Issue 7, 1998, Pages 497-514

  Fernandes, Marcelo ^a  

^a UNIVERSITÉ LIBRE DE BRUXELLES   (Belgium)

Author keywords

BDS test; Conditional heteroscedastic models; Exchange rates

Indexed keywords

EID: 0038799301     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1099-131X(199812)17:7<497::AID-FOR677>3.0.CO;2-N     Document Type: Article

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