Beyond the threshold: theoretical and empirical nonlinear time-series econometrics of foreign exchange markets

M.R. van Tol

Research output: ThesisDoctoral ThesisInternal

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Original languageEnglish
QualificationDoctor of Philosophy
Awarding Institution
  • Maastricht University
Supervisors/Advisors
  • Wolff, Christiaan, Supervisor
Award date29 Jun 2005
Place of PublicationMaastricht
Publisher
Publication statusPublished - 1 Jan 2005

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