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The random-walk behavior of the Euro exchange rate
Chortareas, Georgios E.; Jiang, Ying; Nankervis, John C. - In: Finance research letters 8 (2011) 3, pp. 158-162
Persistent link: https://www.econbiz.de/10009348333
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Forecasting exchange rate volatility using high-frequency data : is the euro different?
Chortareas, Georgios E.; Jiang, Ying; Nankervis, John C. - In: International journal of forecasting 27 (2011) 4, pp. 1089-1107
Persistent link: https://www.econbiz.de/10009316871