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On uncertainty, market timing and the predictability of tick by tick exchange rates
Kozhan, Roman; Salmon, Mark H. - 2008
Persistent link: https://www.econbiz.de/10008856292
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Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation
Kozhan, Roman; Salmon, Mark H. - 2008
Persistent link: https://www.econbiz.de/10008856293
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Dynamic copula quantile regressions and tail area dynamic dependence in Forex markets
Bouyé, Eric; Salmon, Mark H. - In: The European journal of finance 15 (2009) 7/8, pp. 721-750
Persistent link: https://www.econbiz.de/10003924430
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Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation
Kozhan, Roman; Salmon, Mark H. - In: Journal of economic dynamics & control 33 (2009) 5, pp. 1106-1122
Persistent link: https://www.econbiz.de/10003844189
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On the detection of nonlinearity in foreign exchange data
Guarda, Paolo; Salmon, Mark H. - 1995
Persistent link: https://www.econbiz.de/10000929343