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Conditional Leptokurtosis and Non-Linear Dependence in Exchange Rate Returns

✍ Scribed by Guglielmo Maria Caporale; Christis Hassapis; Nikitas Pittis

Book ID: 114126440
Publisher: Elsevier Science
Year: 1998
Tongue: English
Weight: 289 KB
Volume: 20
Category: Article
ISSN: 0161-8938
DOI: 10.1016/s0161-8938(97)00060-4

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