| Title | Other author(s) | |
|---|---|---|
Econometric Modeling of Exchange Rate Volatility and JumpsSt Louis Fed Working Papers [View] (Paper: 2012-008, 04.04.2012) |
||
Jumps, Cojumps and Macro AnnouncementsSt Louis Fed Working Papers [View] (Paper: 2007-032, 29.08.2007) |
||
Central Bank Intervention and Exchange Rate Volatility, Its Continuous and Jump ComponentsSt Louis Fed Working Papers [View] (Paper: 2006-031, 09.05.2006) |