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~isPartOf:"Working paper"
~person:"Neely, Christopher J."
~subject:"Time series analysis"
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Neely, Christopher J.
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Sluggish news reactions: a combinatorial approach for synchronizing stock jumps
Bouamara, Nabil
;
Boudt, Kris
;
Laurent, Sébastien
; …
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2024
Persistent link: https://www.econbiz.de/10014521306
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Which continuous-time model is most appropriate for exchange rates?/ Deniz Erdemlioglu; S´ebastien Laurent; Christopher J. Neely
Erdemlioglu, Deniz
;
Laurent, S´ebastien
;
Neely, …
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2013
Persistent link: https://www.econbiz.de/10009791133
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Real interest rate persistence : evidence and implications
Neely, Christopher J.
(
contributor
); …
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2008
Persistent link: https://www.econbiz.de/10003741438
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