Nonlinearities in the exchange rates returns and volatility (Q1847467)
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scientific article; zbMATH DE number 1835503
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinearities in the exchange rates returns and volatility |
scientific article; zbMATH DE number 1835503 |
Statements
Nonlinearities in the exchange rates returns and volatility (English)
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26 November 2002
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BDS test
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Kaplan test
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ARFIMA modeling
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0.88809985
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0.8805474
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0.88054234
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0.8753923
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