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Disturbing extremal behavior of spot rate dynamics

, and . Journal of Empirical Finance, 10 (4): 455--477 (September 2003)

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Swap curve dynamics across markets: Case of US dollar versus HK dollar, , and . Journal of International Financial Markets, Institutions and Money, 18 (1): 79--93 (February 2008)Principles of financial engineering. (2008)A diagnostic check for model specification : An application to the yen-dollar exchange rate, , and . Economics Letters, 33 (1): 69--73 (May 1990)Modeling the price side of econometric models : An analysis of the underlying hypotheses. Journal of Econometrics, 10 (1): 71--84 (April 1979)An introduction to the mathematics of financial derivatives. Acad. Press, San Diego, Calif. u.a., 2. ed. edition, (2000)Disturbing extremal behavior of spot rate dynamics, and . Journal of Empirical Finance, 10 (4): 455--477 (September 2003)