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Quantile forecasts of daily exchange rate returns from forecasts of realized volatility
Clements, Michael P.; Galvão, Ana Beatriz C.; Kim, Jae H. - In: Journal of empirical finance 15 (2008) 4, pp. 729-750
Persistent link: https://www.econbiz.de/10003759766
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Volatility clustering and the bid-ask spread : exchange rate behavior in early Renaissance Florence
Booth, G. Geoffrey; Gurun, Umit G. - In: Journal of empirical finance 15 (2008) 1, pp. 131-144
Persistent link: https://www.econbiz.de/10003693033
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Robust estimation of intraweek periodicity in volatility and jump detection
Boudt, Kris; Croux, Christophe; Laurent, Sébastien - In: Journal of empirical finance 18 (2011) 2, pp. 353-367
Persistent link: https://www.econbiz.de/10009301110
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Forecasting exchange rate volatility : the superior performance of conditional combinations of time series and option implied forecasts
Benavides, Guillermo; Capistrán Carmona, Carlos - In: Journal of empirical finance 19 (2012) 5, pp. 627-639
Persistent link: https://www.econbiz.de/10009700616
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Heuristic learning in intraday trading under uncertainty
Bekiros, Stelios D. - In: Journal of empirical finance 30 (2015), pp. 34-49
Persistent link: https://www.econbiz.de/10011489212
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The economic value of volatility timing with realized jumps
Nolte, Ingmar; Xu, Qi - In: Journal of empirical finance 34 (2015), pp. 45-59
Persistent link: https://www.econbiz.de/10011556992
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Was it risk? Or was it fundamentals? Explaining excess currency returns with kernel smoothed regressions
Baillie, Richard; Kim, Kun Ho - In: Journal of empirical finance 34 (2015), pp. 99-111
Persistent link: https://www.econbiz.de/10011557073
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Structural change and long-range dependence in volatility of exchange rates : either, neither or both?
Morana, Claudio; Beltratti, Andrea - In: Journal of empirical finance 11 (2004) 5, pp. 629-658
Persistent link: https://www.econbiz.de/10002260298
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European exchange rate volatility dynamics : an empirical investigation
Malik, Ali Khalil - In: Journal of empirical finance 12 (2005) 1, pp. 187-215
Persistent link: https://www.econbiz.de/10002644058
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Target zones and conditional volatility : the role of realignments
Neely, Christopher J. - In: Journal of empirical finance 6 (1999) 2, pp. 177-192
Persistent link: https://www.econbiz.de/10001426341