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Bayesian analysis of stochastic volatility models with flexible tails
Steel, Mark F. J., (1998)
Sampling properties of criteria for evaluating GARCH volatility forecasts
Ulu, Yasemin, (2007)
Exchange rate exposure and industry characteristics : evidence from Canada, Japan, and the USA
Bodnar, Gordon M., (1993)
Multiscale analysis of foreign exchange order flows and technical trading profitability
Gradojevic, Nikola, (2015)
Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability
Gradojevic, Nikola, (2013)
S&P 500 index price spillovers around the COVID-19 market meltdown
Lento, Camillo, (2021)