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Cross-correlations and cross-bicorrelations in Sterling exchange rates

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Author Info
Brooks, Chris
Hinich, Melvin J.

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File URL: http://www.sciencedirect.com/science/article/B6VFG-3Y9TRBV-3/2/0415c82620846f2ba838a0be514ef6e9
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Article provided by Elsevier in its journal Journal of Empirical Finance.

Volume (Year): 6 (1999)
Issue (Month): 4 (October)
Pages: 385-404
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Handle: RePEc:eee:empfin:v:6:y:1999:i:4:p:385-404

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  2. Manuel A. Dominguez & Ignacio N. Lobato, 2001. "A Consistent Test for the Martingale Difference Hypothesis," Working Papers 0101, Centro de Investigacion Economica, ITAM. [Downloadable!]
  3. Ignacio N. Lobato, 2000. "A Consistent Test for the Martingale Difference Assumption," Econometric Society World Congress 2000 Contributed Papers 0278, Econometric Society. [Downloadable!]
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  5. Rodrigo Aranda & Patricio Jaramillo, 2008. "Nonlinear Dynamic in the Chilean Stock Market: Evidence from Returns and Trading Volume," Working Papers Central Bank of Chile 463, Central Bank of Chile. [Downloadable!]
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