Simple Tests for Models of Dependence Between Multiple Financial Time Series, with Applications to U.S. Equity Returns and Exchange Rates
Publication
, Journal Article
Chen, X; Fan, Y; Patton, AJ
January 2004
Duke Scholars
Publication Date
January 2004
Citation
APA
Chicago
ICMJE
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Chen, X., Fan, Y., & Patton, A. J. (2004). Simple Tests for Models of Dependence Between Multiple Financial Time Series, with Applications to U.S. Equity Returns and Exchange Rates.
Chen, Xiaohong, Yanqin Fan, and Andrew J. Patton. “Simple Tests for Models of Dependence Between Multiple Financial Time Series, with Applications to U.S. Equity Returns and Exchange Rates,” January 2004.
Chen X, Fan Y, Patton AJ. Simple Tests for Models of Dependence Between Multiple Financial Time Series, with Applications to U.S. Equity Returns and Exchange Rates. 2004 Jan;
Chen, Xiaohong, et al. Simple Tests for Models of Dependence Between Multiple Financial Time Series, with Applications to U.S. Equity Returns and Exchange Rates. Jan. 2004.
Chen X, Fan Y, Patton AJ. Simple Tests for Models of Dependence Between Multiple Financial Time Series, with Applications to U.S. Equity Returns and Exchange Rates. 2004 Jan;
Publication Date
January 2004