F31 - Foreign Exchange

Citations 1-8 of 8 total displayed.

Most recent content (1 Jul 2007):

Articles
Model-free versus Model-based Volatility Prediction

Dimitris N. Politis
J. Financial Econometrics 2007; 5: 358-359. [Abstract] [Full text] [PDF]  

Past content (since Apr 2006):

Articles
A discrete and a continuous-time model based on a technical trading rule

João Nicolau
J. Financial Econometrics 2007; 5: 266-284. [Abstract] [Full text] [PDF]  

Articles
Measuring contagion and interdependence with a Bayesian time-varying coefficient model: An application to the Chilean FX market during the Argentine crisis

Matteo Ciccarelli and Alessandro Rebucci
J. Financial Econometrics 2007; 5: 285-320. [Abstract] [Full text] [PDF]  

Articles
The Impact of Central Bank FX Interventions on Currency Components

Michel Beine, Charles S. Bos, and Sébastien Laurent
J. Financial Econometrics 2007; 5: 154-183. [Abstract] [Full text] [PDF]  

Articles
A Mixture Multiplicative Error Model for Realized Volatility

Markku Lanne
J. Financial Econometrics 2006; 4: 594-616. [Abstract] [Full text] [PDF]  

Articles
Practitioners’ Corner

Adam Canopius
J. Financial Econometrics 2006; 4: 671-675. [Extract] [Full text] [PDF]  

Articles
Inequality Constraints in the Fractionally Integrated GARCH Model

Christian Conrad and Berthold R. Haag
J. Financial Econometrics 2006; 4: 413-449. [Abstract] [Full text] [PDF]  

Articles
The Generalized Hyperbolic Skew Student’s t-Distribution

Kjersti Aas and Ingrid Hobæk Haff
J. Financial Econometrics 2006; 4: 275-309. [Abstract] [Full text] [PDF]