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Memories, heteroscedasticity, and price limit in Currency futures markets · Study

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ArticleMemories, heteroscedasticity, and price limit in Currency futures markets

G. Wenchi Kao1992

Article1992

Memories, heteroscedasticity, and price limit in Currency futures markets

G. Wenchi Kao · Christopher K. Ma

44 citations·0/0 files stored·Journal of Futures Markets

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Market Dynamics and Volatility

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References

1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test 1987Time Series Regression with a Unit Root 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis 1989Long-term Memory in Stock Market Prices 1983The origin of predictable behavior 1969Robustness of the rescaled range R/S in the measurement of noncyclic long run statistical dependence 1977A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence 1989Testing for Nonlinear Dependence in Daily Foreign Exchange Rates

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2009Fuzzy adaptive decision-making for boundedly rational traders in speculative stock markets 1996Feedforward versus recurrent neural networks for forecasting monthly japanese yen exchange rates 2005Dependence and mean reversion in stock prices: The case of the MENA region 2015MENA stock market volatility persistence: Evidence before and after the financial crisis of 2008 2018Circuit breakers as market stability levers: A survey of research, praxis, and challenges

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Year1992

Typearticle

Published1992-12-01

VenueJournal of Futures Markets

ISSN-L0270-7314

Languageen

Citations44

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1002/fut.3990120607

openalex_workW2152145014

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