//-->
Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson-Siegel models
Guidolin, Massimo, (2019)
Yield curve momentum
Sihvonen, Markus, (2021)
Realized volatility forecast of financial futures using time-varying HAR latent factor models
Luo, Jiawen, (2023)
Advances in quantitative asset management
Dunis, Christian, (2000)
Une explication de l'envolée du dollar entre 1980 et 1985 : l' approche financière du taux de change
Dunis, Christian, (1985)
Efficiency tests with overlapping data : an application to the currency options market
Dunis, Christian, (1996)