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institution:"Federal Reserve Bank of Cleveland"
subject:"Wechselkurs"
~institution:"Centre for Quantitative Economics & Computing"
~subject:"Cointegration"
~subject:"Econometrics"
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Search: subject_exact:"Estimation theory"
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Discussion papers in quantitative economics and computing / E
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The empirical performance of option-based densities of foreign exchange
Craig, Ben R.
(
contributor
);
Keller, Joachim G.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002542714
Saved in:
2
Large and small sample information criteria for GARCH models based on the estimation of the Kullback-Leibler discrepancy
Brooks, Chris
-
1997
Persistent link: https://www.econbiz.de/10000978781
Saved in:
3
Testing for nonlinearity in daily sterling exchange rates
Brooks, Chris
-
1995
Persistent link: https://www.econbiz.de/10000911564
Saved in:
4
Analysing cointegrated systems using the MP inverse
Burke, Simon P.
-
1995
Persistent link: https://www.econbiz.de/10000921052
Saved in:
5
Wavelets in econometrics : an application to outlier testing
Greenblatt, Seth A.
-
1994
Persistent link: https://www.econbiz.de/10000897123
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