Simple tests for models of dependence between multiple financial time series, with applications to U.S. equity returns and exchange rates /
Patton, Andrew J.(Andrew John),1976-
Chen, Xiaohong,1965-
Fan, Yanqin.
London School of Economics and Political Science.Financial Markets Group.
London : LSE,
2004.
"IAM Programme in Hedge Fund Management".
Includes bibliographical references.
Stocks
Foreign exchange rates
Dependence (Statistics)
Time-series analysis.