TESTING FOR NONLINEAR DEPENDENCE IN DAILY FOREIGN-EXCHANGE RATES

[31] Priestley M. B., 1980, Journal of Time Series Analysis, V1, P47, DOI 10.1111/j.1467-9892.1980.tb00300.x

[32] RAMSEY JB, 1987, UNPUB STATISTICAL PR

[33] ROBINSON PM, 1979, STOCHASTIC PROCESSES, V5, P81

[34] EMPIRICAL PROPERTIES OF FOREIGN-EXCHANGE RATES [J]. JOURNAL OF INTERNATIONAL BUSINESS STUDIES, 1978, 9 (02) : 69 - 79

[35] NONLINEAR DYNAMICS AND STOCK RETURNS [J]. JOURNAL OF BUSINESS, 1989, 62 (03) : 311 - 337

[36] SIEH DA, 1988, UNPUB FINITE SAMPLE

[37] DIAGNOSTIC TESTING AND EVALUATION OF MAXIMUM-LIKELIHOOD MODELS [J]. JOURNAL OF ECONOMETRICS, 1985, 30 (1-2) : 415 - 443

[38] TONG H, 1980, J ROY STAT SOC B MET, V42, P245

[39] TSAY RS, 1986, BIOMETRIKA, V73, P461

[40] EXAMINATION OF FOREIGN-EXCHANGE RISK UNDER FIXED AND FLOATING RATE REGIMES [J]. JOURNAL OF INTERNATIONAL ECONOMICS, 1977, 7 (02) : 181 - 200

[31] Priestley M. B., 1980, Journal of Time Series Analysis, V1, P47, DOI 10.1111/j.1467-9892.1980.tb00300.x

[32] RAMSEY JB, 1987, UNPUB STATISTICAL PR

[33] ROBINSON PM, 1979, STOCHASTIC PROCESSES, V5, P81

[34] EMPIRICAL PROPERTIES OF FOREIGN-EXCHANGE RATES [J]. JOURNAL OF INTERNATIONAL BUSINESS STUDIES, 1978, 9 (02) : 69 - 79

[35] NONLINEAR DYNAMICS AND STOCK RETURNS [J]. JOURNAL OF BUSINESS, 1989, 62 (03) : 311 - 337

[36] SIEH DA, 1988, UNPUB FINITE SAMPLE

[37] DIAGNOSTIC TESTING AND EVALUATION OF MAXIMUM-LIKELIHOOD MODELS [J]. JOURNAL OF ECONOMETRICS, 1985, 30 (1-2) : 415 - 443

[38] TONG H, 1980, J ROY STAT SOC B MET, V42, P245

[39] TSAY RS, 1986, BIOMETRIKA, V73, P461

[40] EXAMINATION OF FOREIGN-EXCHANGE RISK UNDER FIXED AND FLOATING RATE REGIMES [J]. JOURNAL OF INTERNATIONAL ECONOMICS, 1977, 7 (02) : 181 - 200