Short-Run Fluctuations in Foreign Exchange Rates: An Exploration of the Data
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Bibliographic InfoPaper provided by UCLA Department of Economics in its series UCLA Economics Working Papers with number 171.
Date of creation: 01 May 1980
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Web page: http://www.econ.ucla.edu/
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- Hinich, Melvin J. & Roll, Richard, 1975. "Abstract–Measuring Nonstationarity in the Stochastic Process of Asset Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 10(04), pages 687-687, November.
- Clark, Peter K, 1973. "A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices," Econometrica, Econometric Society, vol. 41(1), pages 135-55, January.
- Benoit Mandelbrot, 1963. "The Variation of Certain Speculative Prices," The Journal of Business, University of Chicago Press, vol. 36, pages 394.
- Chihwa Kao, 2001. "Geography, Industrial Organization, and Agglomeration Heteroskedasticity Models with Estimates of the Variances of Foreign Exchange Rates," Center for Policy Research Working Papers 34, Center for Policy Research, Maxwell School, Syracuse University.
- Daniel Friedman, 1981. "Speculation, Arbitrage, and the Term Structure of Foreign Exchange Rates," UCLA Economics Working Papers 207, UCLA Department of Economics.
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