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smicha's BibTeX entry:  

Modelling the sterling-deutschmark exchange rate: Non-linear dependence and thick tails

Economic Modelling, 13(1): 1--14, 1996.
Authors: Guglielmo Maria Caporale and Nikitas Pittis
URL: http://www.sciencedirect.com/science/article/B6VB1-3VW1RSC-1/1/eb84de7c1ebbc923d75f00727239b905
Tags: Heteroscedasticity
| URL | BibTeX  
@article{Caporale1996,
title = {Modelling the sterling-deutschmark exchange rate: Non-linear dependence and thick tails},
author = {Guglielmo Maria Caporale and Nikitas Pittis},
journal = {Economic Modelling},
month = {Jan},
number = {1},
pages = {1--14},
url = {http://www.sciencedirect.com/science/article/B6VB1-3VW1RSC-1/1/eb84de7c1ebbc923d75f00727239b905},
volume = {13},
year = {1996},
keywords = {Heteroscedasticity }
}