Nonlinear Granger causality in the currency futures returns (Q1978726)
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scientific article; zbMATH DE number 1454456
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear Granger causality in the currency futures returns |
scientific article; zbMATH DE number 1454456 |
Statements
Nonlinear Granger causality in the currency futures returns (English)
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4 June 2000
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nonlinear causality
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currency futures
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volatility persistence
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