Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data
From MaRDI portal
Publication:6039118
DOI10.1515/snde-2020-0083MaRDI QIDQ6039118
Dimitrios I. Vortelinos, Konstantinos Gkillas, Rangan Gupta
Publication date: 3 May 2023
Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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