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Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X., (1998)
Non-linear dependence of exchange rate changes and international interest rate differentials : an empirical investigation
Kugler, Peter, (1991)
Modeling volatility dynamics
Diebold, Francis X., (1995)
Exchange rates and international finance
Copeland, Laurence S., (1994)
Market efficiency before and after the crash
Copeland, Laurence S., (1989)
Efficiency of the forward market day by day and month by month
Copeland, Laurence S., (1993)