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5. Nonlinear Analyses of Exchange Rates of Six Emerging Markets

Nonlinear Analyses of Exchange Rates of Six Emerging Markets

来源 :上海交通大学学报（英文版） | 被引量 : 0次 | 上传用户：dyq135621

【作 者】

：

LEI Qiang PAN Ying-li 

【机 构】

：

Antai College of Economics & Management, Shanghai Jiaotong University, Shanghai 200052, China

【出 处】

：

上海交通大学学报（英文版）

【发表日期】

：

2012年1期

【关键词】

：

Brock-Dechert-Scheinkman (BDS) test Volterra-Wiener-Korenberg (VWK) model nonlin 

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