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JEL Classification F31
"Foreign Exchange"

These are all the papers that have a JEL assignment (not all authors have given JEL codes to their papers) and that include the F31 classification.     (sorted by date)

The Empirical Performance of Alternative Extreme Value Volatility Estimators
by Kai Li of New York University, and
David Weinbaum of New York University
(217K PDF) -- 43 pages -- December 20, 2000

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