Deniz Erdemlioglu
Names
| first: |
Deniz |
| last: |
Erdemlioglu |
Identifer
Contact
Affiliations
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Lille Économie et Management (LEM) (weight: 50%)
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Université Catholique de Lille
/ IESEG School of Management (weight: 50%)
Research profile
author of:
- Informativeness of trade size in foreign exchange markets (RePEc:eee:ecolet:v:150:y:2017:i:c:p:27-33)
by Gradojevic, Nikola & Erdemlioglu, Deniz & Gençay, Ramazan - Testing for mutually exciting jumps and financial flights in high frequency data (RePEc:eee:econom:v:202:y:2018:i:1:p:18-44)
by Dungey, Mardi & Erdemlioglu, Deniz & Matei, Marius & Yang, Xiye - Which continuous-time model is most appropriate for exchange rates? (RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s256-s268)
by Erdemlioglu, Deniz & Laurent, Sébastien & Neely, Christopher J. - The intra-day impact of communication on euro-dollar volatility and jumps (RePEc:eee:jimfin:v:43:y:2014:i:c:p:131-154)
by Dewachter, Hans & Erdemlioglu, Deniz & Gnabo, Jean-Yves & Lecourt, Christelle - Econometric modeling of exchange rate volatility and jumps (RePEc:elg:eechap:14545_16)
by Deniz Erdemlioglu & Sébastien Laurent & Christopher J. Neely - The intra-day impact of communication on euro-dollar volatility and jumps (RePEc:ete:ceswps:ces13.04)
by Hans DEWACHTER & Deniz ERDEMLIOGLU & Jean-Yves GNABO & Christelle LECOURT - Econometric modeling of exchange rate volatility and jumps (RePEc:fip:fedlwp:2012-008)
by Deniz Erdemlioglu & Sébastien Laurent & Christopher J. Neely - Which continuous-time model is most appropriate for exchange rates? (RePEc:fip:fedlwp:2013-024)
by Deniz Erdemlioglu & Sébastien Laurent & Christopher J. Neely - Mind Your Language: Market Responses to Central Bank Speeches (RePEc:fip:fedlwp:96270)
by Maximilian Ahrens & Deniz Erdemlioglu & Michael McMahon & Christopher J. Neely & Xiye Yang - Testing for Multi-Asset Systemic Tail Risk (RePEc:fip:fedlwp:96490)
by Deniz Erdemlioglu & Christopher J. Neely & Xiye Yang - Which continuous-time model is most appropriate for exchange rates? (RePEc:hal:journl:hal-01457402)
by Deniz Erdemlioglu & Sébastien Laurent & Christopher J. Neely