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Exchange rate modelling
MacDonald, Ronald, (1999)
Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X., (1999)
A reconciliation of cointegration testing of foreign exchange market efficiency
Layton, Allan P., (1991)
Non-linearities in foreign exchange markets : a different perspective
Kräger, Horst, (1991)
Outliers, intervention models and non-linear exchange rate dynamics
Kräger, Horst, (1992)