%0 Journal Article %1 Caporale1996 %A Caporale, Guglielmo Maria %A Pittis, Nikitas %D 1996 %J Economic Modelling %K Heteroscedasticity %N 1 %P 1--14 %T Modelling the sterling-deutschmark exchange rate: Non-linear dependence and thick tails %U http://www.sciencedirect.com/science/article/B6VB1-3VW1RSC-1/1/eb84de7c1ebbc923d75f00727239b905 %V 13

@article{Caporale1996, added-at = {2008-04-28T13:05:01.000+0200}, author = {Caporale, Guglielmo Maria and Pittis, Nikitas}, biburl = {https://www.bibsonomy.org/bibtex/2a0a1f9f5730ec656d00865d1c0501864/smicha}, interhash = {82eb4c6811417461b5dda66a416c7e5f}, intrahash = {a0a1f9f5730ec656d00865d1c0501864}, journal = {Economic Modelling}, keywords = {Heteroscedasticity}, month = Jan, number = 1, pages = {1--14}, timestamp = {2008-04-28T13:11:06.000+0200}, title = {Modelling the sterling-deutschmark exchange rate: Non-linear dependence and thick tails}, url = {http://www.sciencedirect.com/science/article/B6VB1-3VW1RSC-1/1/eb84de7c1ebbc923d75f00727239b905}, volume = 13, year = 1996 }