Econometric modeling of exchange rate volatility and jumps

Deniz Erdemlioglu, Sébastien Laurent, Christopher J. Neely

Research output: Contribution in Book/Catalog/Report/Conference proceeding › Chapter

Original language	English
Title of host publication	Handbook of Research Methods and Applications in Empirical Finance
Publisher	Edward Elgar Publishing
Pages	373-427
Number of pages	55
ISBN (Print)	9780857936080
DOIs	https://doi.org/10.4337/9780857936097.00026
Publication status	Published - 30 Apr 2013

Access to Document

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