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isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
subject:"Wechselkurs"
~subject:"Time series analysis"
~subject:"Volatility"
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Wechselkurs
Time series analysis
Volatility
Estimation
110
Schätzung
110
Deutschland
70
Germany
70
Theorie
59
Theory
59
USA
28
United States
28
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21
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18
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Härdle, Wolfgang
8
Gil-Alaña, Luis A.
7
Herwartz, Helmut
6
Breitung, Jörg
3
Hafner, Christian M.
3
Saikkonen, Pentti
3
Yang, Lijian
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Applied economics
246
Economic modelling
216
Energy economics
183
Applied economics letters
170
Journal of econometrics
166
International review of economics & finance : IREF
165
Journal of international money and finance
159
CESifo working papers
142
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
140
Finance research letters
136
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
132
Working paper
131
The North American journal of economics and finance : a journal of financial economics studies
130
International review of financial analysis
127
NBER working paper series
126
Working paper / National Bureau of Economic Research, Inc.
126
Economics letters
125
NBER Working Paper
121
Applied financial economics
116
Journal of banking & finance
104
Discussion paper / Tinbergen Institute
103
International journal of forecasting
103
Journal of empirical finance
103
Journal of international financial markets, institutions & money
95
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
93
Discussion paper / Centre for Economic Policy Research
92
Research in international business and finance
86
International journal of finance & economics : IJFE
82
Journal of risk and financial management : JRFM
74
International journal of economics and financial issues : IJEFI
73
Journal of forecasting
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The journal of futures markets
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The empirical economics letters : a monthly international journal of economics
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International journal of economics and finance
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The European journal of finance
59
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
58
Econometric reviews
57
International Journal of Energy Economics and Policy : IJEEP
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Journal of economic dynamics & control
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ECONIS (ZBW)
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1
Winner-loser-Effekte am deutschen Aktienmarkt
Daske, Stefan
-
2002
Persistent link: https://www.econbiz.de/10001730434
Saved in:
2
Estimation and testing for varying coefficients in additive models with marginal integration
Yang, Lijian
;
Härdle, Wolfgang
;
Park, Byeong U.
-
2002
Persistent link: https://www.econbiz.de/10001715636
Saved in:
3
Nonlinear GARCH models for highly persistent volatility
Lanne, Markku
;
Saikkonen, Pentti
-
2002
Persistent link: https://www.econbiz.de/10001668610
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
Unemployment and input prices : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001606213
Saved in:
7
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:
8
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:
9
Semiparametric diffusion estimation and application to a stock market index
Härdle, Wolfgang
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001595495
Saved in:
10
Forecasting the real output using fractionally integrated techniques
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001597000
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