Items where Author is "Chortareas, Georgios"
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Chortareas, Georgios and Jiang, Ying and Nankervis, John C (2011) Forecasting exchange rate volatility using high-frequency data: Is the euro different? International Journal of Forecasting, 27 (4). pp. 1089-1107. DOI https://doi.org/10.1016/j.ijforecast.2010.07.003
Chortareas, Georgios and Jiang, Ying and Nankervis, John C (2011) The random-walk behavior of the Euro exchange rate. Finance Research Letters, 8 (3). pp. 158-162. DOI https://doi.org/10.1016/j.frl.2010.10.003