TESTING FOR NONLINEAR DEPENDENCE IN DAILY FOREIGN-EXCHANGE RATES

[1] AIYAGARI SR, 1985, UNPUB INVENTORIES PR

[2] [Anonymous], 1988, EMPIRICAL MODELING E

[3] BAEK EG, 1988, UNPUB NONPARAMETRIC

[4] GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY [J]. JOURNAL OF ECONOMETRICS, 1986, 31 (03) : 307 - 327

[5] A CONDITIONALLY HETEROSKEDASTIC TIME-SERIES MODEL FOR SPECULATIVE PRICES AND RATES OF RETURN [J]. REVIEW OF ECONOMICS AND STATISTICS, 1987, 69 (03) : 542 - 547

[6] BROCK W, 1987, UNPUB NOTES NUISANCE

[7] BROCK WA, 1987, UNPUB TEST INDEPENDE

[8] BURT J, 1977, J FINANC, V32, P1325

[9] ENDOGENOUS RISK IN A PORTFOLIO-BALANCE RATIONAL-EXPECTATIONS MODEL OF THE DEUTSCHEMARK DOLLAR RATE [J]. EUROPEAN ECONOMIC REVIEW, 1988, 32 (01) : 27 - 53

[10] DIEBOLD FX, 1986, ARCH205 BOARD GOV FE

[1] AIYAGARI SR, 1985, UNPUB INVENTORIES PR

[2] [Anonymous], 1988, EMPIRICAL MODELING E

[3] BAEK EG, 1988, UNPUB NONPARAMETRIC

[4] GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY [J]. JOURNAL OF ECONOMETRICS, 1986, 31 (03) : 307 - 327

[5] A CONDITIONALLY HETEROSKEDASTIC TIME-SERIES MODEL FOR SPECULATIVE PRICES AND RATES OF RETURN [J]. REVIEW OF ECONOMICS AND STATISTICS, 1987, 69 (03) : 542 - 547

[6] BROCK W, 1987, UNPUB NOTES NUISANCE

[7] BROCK WA, 1987, UNPUB TEST INDEPENDE

[8] BURT J, 1977, J FINANC, V32, P1325

[9] ENDOGENOUS RISK IN A PORTFOLIO-BALANCE RATIONAL-EXPECTATIONS MODEL OF THE DEUTSCHEMARK DOLLAR RATE [J]. EUROPEAN ECONOMIC REVIEW, 1988, 32 (01) : 27 - 53

[10] DIEBOLD FX, 1986, ARCH205 BOARD GOV FE