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The temporal pattern of trading rule returns and exchange rate intervention : intervention does not generate technical trading profits
Neely, Christopher J.
- In:
Foreign exchange markets
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(pp. 203-224)
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2005
Persistent link: https://www.econbiz.de/10003290906
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Econometric modeling of exchange rate volatility and jumps
Erdemlioglu, Deniz
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Laurent, Sébastien
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Neely, …
- In:
Handbook of research methods and applications in …
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(pp. 373-427)
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2013
Persistent link: https://www.econbiz.de/10011897548
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