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

M.R. van Tol

Research output: Thesis › Doctoral Thesis › Internal

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Original language	English
Qualification	Doctor of Philosophy
Awarding Institution	Maastricht University
Supervisors/Advisors	Wolff, Christiaan, Supervisor
Award date	29 Jun 2005
Place of Publication	Maastricht
Publisher	Maastricht University
DOIs	https://doi.org/10.26481/dis.20050629mt
Publication status	Published - 1 Jan 2005

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

author = "\{van Tol\}, M.R.",

year = "2005",

month = jan,

day = "1",

doi = "10.26481/dis.20050629mt",

language = "English",

publisher = "Maastricht University",

address = "Netherlands",

school = "Maastricht University",

}