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Title: Non-linear dependence of returns, volatility and trading volume in currency futures markets.
Author: Wan Mahmood, Wan Mansor.
ISNI:       0000 0001 3558 3742
Awarding Body: University of Wales, Bangor
Current Institution: Bangor University
Date of Award: 1998
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No abstract available
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available
Keywords: GARCH; ARCH