Biblio
4 resultats trouvés
Filtres: Auteur est Christopher J. Neely [Clear All Filters]
Which continuous-time model is most appropriate for exchange rates?Journal article , Journal of Banking & Finance, Volume 61, Issue S2, pp. S256-S268, 2015
Econometric Modeling of Exchange Rate Volatility and JumpsBook chapter , 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
Jumps, cojumps and macro announcementsJournal article , Journal of Applied Econometrics, Volume 26, Issue 6, pp. 893-921, 2011
Central bank intervention and exchange rate volatility, its continuous and jump componentsJournal article , International Journal of Finance & Economics, Volume 12, Issue 2, pp. 201-223, 2007