Nonlinear Granger causality in the currency futures returns (Q1978726)
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scientific article; zbMATH DE number 1454456
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| 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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0.7820013761520386
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0.7792474031448364
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0.7792416214942932
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0.7692689299583435
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