Does statistical dependence matter? : evidence from the USD/AUD

Craig Ellis

Research output: Chapter in Book / Conference Paper › Chapter

Abstract

2005

Original language	English
Title of host publication	Asia Pacific Financial Markets in Comparative Perspective: Issues and Implications for the 21st Century
Place of Publication	The Netherlands
Publisher	Elsevier
Pages	53-72
Number of pages	20
ISBN (Print)	0762312580
Publication status	Published - 2005

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title = "Does statistical dependence matter? : evidence from the USD/AUD",

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author = "Craig Ellis",

year = "2005",

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BT - Asia Pacific Financial Markets in Comparative Perspective: Issues and Implications for the 21st Century

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