%0 Journal Article %1 Caporale1998 %A Caporale, Guglielmo Maria %A Hassapis, Christis %A Pittis, Nikitas %D 1998 %J Journal of Policy Modeling %K Heteroskedasticity %N 5 %P 581--601 %T Conditional Leptokurtosis and Non-Linear Dependence in Exchange Rate Returns %U http://www.sciencedirect.com/science/article/B6V82-3V5MC0S-2/1/bd65bfb25594033698def7bb689a9fc8 %V 20

@article{Caporale1998, added-at = {2008-04-28T14:02:50.000+0200}, author = {Caporale, Guglielmo Maria and Hassapis, Christis and Pittis, Nikitas}, biburl = {https://www.bibsonomy.org/bibtex/26585378d78e379c3e07a63dcd5089a96/smicha}, interhash = {8b3bb64a59f98d495493c3cb9afcd9a3}, intrahash = {6585378d78e379c3e07a63dcd5089a96}, journal = {Journal of Policy Modeling}, keywords = {Heteroskedasticity}, month = Oct, number = 5, pages = {581--601}, timestamp = {2008-04-28T14:03:58.000+0200}, title = {Conditional Leptokurtosis and Non-Linear Dependence in Exchange Rate Returns}, url = {http://www.sciencedirect.com/science/article/B6V82-3V5MC0S-2/1/bd65bfb25594033698def7bb689a9fc8}, volume = 20, year = 1998 }