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isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
subject:"Wechselkurs"
~subject:"Geldnachfrage"
~subject:"Volatility"
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Wechselkurs
Geldnachfrage
Volatility
Estimation
110
Schätzung
110
Deutschland
70
Germany
70
Theorie
59
Theory
59
USA
28
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28
Time series analysis
21
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21
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18
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1975-1998
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Herwartz, Helmut
6
Härdle, Wolfgang
6
Hafner, Christian M.
3
Fengler, Matthias R.
2
Lütkepohl, Helmut
2
Nautz, Dieter
2
Reimers, Hans-Eggert
2
Saikkonen, Pentti
2
Spokojnyj, Vladimir G.
2
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2
Wolters, Jürgen
2
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1
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1
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Applied economics
197
Energy economics
154
Economic modelling
152
Journal of international money and finance
148
International review of economics & finance : IREF
147
Finance research letters
127
NBER working paper series
122
Working paper / National Bureau of Economic Research, Inc.
122
The North American journal of economics and finance : a journal of financial economics studies
118
International review of financial analysis
117
Applied economics letters
114
NBER Working Paper
112
Journal of econometrics
109
Working paper
107
Applied financial economics
102
CESifo working papers
91
Journal of banking & finance
91
Journal of empirical finance
89
Journal of international financial markets, institutions & money
88
Discussion paper / Centre for Economic Policy Research
81
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
80
Research in international business and finance
78
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
77
International journal of finance & economics : IJFE
74
Economics letters
71
Discussion paper / Tinbergen Institute
69
International journal of economics and financial issues : IJEFI
66
The journal of futures markets
64
Journal of risk and financial management : JRFM
62
The European journal of finance
58
International journal of forecasting
52
International journal of economics and finance
51
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
International Journal of Energy Economics and Policy : IJEEP
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The empirical economics letters : a monthly international journal of economics
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Discussion paper
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Cogent economics & finance
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Journal of economic dynamics & control
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ECONIS (ZBW)
27
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1
Winner-loser-Effekte am deutschen Aktienmarkt
Daske, Stefan
-
2002
Persistent link: https://www.econbiz.de/10001730434
Saved in:
2
Nonlinear GARCH models for highly persistent volatility
Lanne, Markku
;
Saikkonen, Pentti
-
2002
Persistent link: https://www.econbiz.de/10001668610
Saved in:
3
Money and prices : an I(2) analysis for the euro Area
Holtemöller, Oliver
-
2002
Persistent link: https://www.econbiz.de/10001669945
Saved in:
4
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
5
Multivariate volatility models
Fengler, Matthias R.
;
Herwartz, Helmut
-
2001
Persistent link: https://www.econbiz.de/10001659915
Saved in:
6
The dynamics of implied volatilities : a common principle components approach
Fengler, Matthias
;
Härdle, Wolfgang
;
Villa, Christophe
-
2001
Persistent link: https://www.econbiz.de/10001609556
Saved in:
7
Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate : structural shifts in GARCH models and their implications
Herwartz, Helmut
;
Reimers, Hans-Eggert
-
2001
Persistent link: https://www.econbiz.de/10001631316
Saved in:
8
Semiparametric diffusion estimation and application to a stock market index
Härdle, Wolfgang
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001595495
Saved in:
9
The empirical determinants of the Euro : short and long run perspectives
Chinn, Menzie David
-
2000
Persistent link: https://www.econbiz.de/10001509343
Saved in:
10
Currency substitution and the stability of the Italian demand for money before the entry into the monetary union, 1972 - 1998
Nielsen, Hannah
;
Tullio, Guiseppe
;
Wolters, Jürgen
-
2000
Persistent link: https://www.econbiz.de/10001509597
Saved in:
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