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Testing exchange rate models in a small open economy : an SVR approach
Papadimitriou, Theophilos, (2016)
A comparative study of exchange rates and order flow based on wavelet transform coherence and cross wavelet transform
Firouzi, Shahrokh, (2019)
Predicting exchange rate volatility in Brazil : an approach using quantile autoregression
Viola, Alessandra Pasqualina, (2017)
Model-free evaluation of directional predictability in foreign exchange markets
Chung, Jaehun, (2006)
A test for volatility spillover with application to exchange rates
Hong, Yongmiao, (2001)
Testing for independence between two stationary time series via the empirical characteristic function