Econometric modeling of exchange rate volatility and jumps

Deniz Erdemlioglu, Sébastien Laurent, Christopher J. Neely

Résultats de recherche: Contribution dans un livre/un catalogue/un rapport/dans les actes d'une conférenceChapitre

langue originaleAnglais
titreHandbook of Research Methods and Applications in Empirical Finance
EditeurEdward Elgar Publishing
Pages373-427
Nombre de pages55
ISBN (imprimé)9780857936080
Les DOIs
étatPublié - 30 avr. 2013

Citer ceci

Erdemlioglu, D., Laurent, S., & Neely, C. J. (2013). Econometric modeling of exchange rate volatility and jumps. Dans Handbook of Research Methods and Applications in Empirical Finance (p. 373-427). Edward Elgar Publishing. https://doi.org/10.4337/9780857936097.00026
Erdemlioglu, Deniz ; Laurent, Sébastien ; Neely, Christopher J. / Econometric modeling of exchange rate volatility and jumps. Handbook of Research Methods and Applications in Empirical Finance. Edward Elgar Publishing, 2013. p. 373-427
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Erdemlioglu, D, Laurent, S & Neely, CJ 2013, Econometric modeling of exchange rate volatility and jumps. Dans Handbook of Research Methods and Applications in Empirical Finance. Edward Elgar Publishing, p. 373-427. https://doi.org/10.4337/9780857936097.00026

Econometric modeling of exchange rate volatility and jumps. / Erdemlioglu, Deniz; Laurent, Sébastien; Neely, Christopher J.

Handbook of Research Methods and Applications in Empirical Finance. Edward Elgar Publishing, 2013. p. 373-427.

Résultats de recherche: Contribution dans un livre/un catalogue/un rapport/dans les actes d'une conférenceChapitre

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Erdemlioglu D, Laurent S, Neely CJ. Econometric modeling of exchange rate volatility and jumps. Dans Handbook of Research Methods and Applications in Empirical Finance. Edward Elgar Publishing. 2013. p. 373-427 https://doi.org/10.4337/9780857936097.00026