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Vehicle currencies in the foreign exchange market
Hartmann, Philipp, (1994)
L' approche microstructurelle du marché des changes
Teïletche, Jérôme, (2000)
Tests of real interest parity in international currency markets
Parikh, Ashok K., (1994)
A conditionally heteroskedastic time series model for speculative prices and rates of return
Bollerslev, Tim, (1987)
Generalized autoregressive conditional heteroskedasticity
Bollerslev, Tim, (1986)
Financial econometrics: past developments and future challenges
Bollerslev, Tim, (2001)