Econometric modeling of exchange rate volatility and jumps

Deniz Erdemlioglu, Sébastien Laurent, Christopher J. Neely

    Research output: Contribution in Book/Catalog/Report/Conference proceedingChapter

    Original languageEnglish
    Title of host publicationHandbook of Research Methods and Applications in Empirical Finance
    PublisherEdward Elgar Publishing
    Number of pages55
    ISBN (Print)9780857936080
    Publication statusPublished - 30 Apr 2013

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