Biblio

Which continuous-time model is most appropriate for exchange rates?Journal articleDeniz Erdemlioglu, Sébastien Laurent et Christopher J. Neely, Journal of Banking & Finance, Volume 61, Issue S2, pp. S256-S268, 2015

The Intra-Day Impact of Communication on Euro-Dollar Volatility and JumpsJournal articleHans Dewachter, Deniz Erdemlioglu, Jean-Yves Gnabo et Christelle Lecourt, Journal of International Money and Finance, Volume 43, pp. 131-154, 2014

Econometric Modeling of Exchange Rate Volatility and JumpsBook chapterDeniz Erdemlioglu, Sébastien Laurent et Christopher J. Neely, In: Handbook of Research Methods and Applications in Empirical Finance, A. R. Bell, C. Brooks et M. Prokopczuk (Eds.), 2013-04, Volume 16, pp. 373-427, Edward Elgar Publishing, 2013