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isPartOf:"Document de travail de l'OFCE"
subject:"Exchange rate"
~isPartOf:"Afro-Asian Journal of Finance and Accounting : AAJFA"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of economic integration"
~subject:"GARCH"
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Search: subject_exact:"Estimation theory"
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Exchange rate
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Estimation theory
84
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15
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15
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Document de travail de l'OFCE
Afro-Asian Journal of Finance and Accounting : AAJFA
Finance research letters
Journal of economic integration
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Discussion paper / Tinbergen Institute
11
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11
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9
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1
Modelling the real exchange rate misalignment in the presence of outliers for developing countries
Ettbib, Ridha
;
Eddaly, Mansour
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
13
(
2023
)
5
,
pp. 629-650
Persistent link: https://www.econbiz.de/10014391403
Saved in:
2
A discussion on the robustness of conditional heteroskedasticity models : simulation evidence and applications of the crude oil returns
Shi, Yanlin
- In:
Finance research letters
44
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014494772
Saved in:
3
Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model
Orlando, Giuseppe
;
Bufalo, Michele
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10013455602
Saved in:
4
Cointegration of "MIBOR" with rupee-dollar and rupee-yen exchange rates : estimating volatility spill-overs and asymmetry
Shukla, Upendra Nath
;
Tandon, Neelam
;
Tandon, Deepak
; …
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
12
(
2022
)
6
,
pp. 691-711
Persistent link: https://www.econbiz.de/10014230070
Saved in:
5
Regime changes in Bitcoin GARCH volatility dynamics
Ardia, David
;
Bluteau, Keven
;
Rüede, Maxime
- In:
Finance research letters
29
(
2019
),
pp. 266-271
Persistent link: https://www.econbiz.de/10012419095
Saved in:
6
Robust value-at-risk forecasting of Karachi Stock Exchange
Iqbal, Farhat
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
7
(
2017
)
2
,
pp. 130-146
Persistent link: https://www.econbiz.de/10011748632
Saved in:
7
Do fixed exchange rates cause greater integration?
Sadek Hosny, Amr
- In:
Journal of economic integration
28
(
2013
)
4
,
pp. 533-550
Persistent link: https://www.econbiz.de/10010222832
Saved in:
8
Monetary and asset market models for sterling exchange rates : a cointegration approach
Sarantis, Nicholas
- In:
Journal of economic integration
10
(
1995
)
3
,
pp. 335-371
Persistent link: https://www.econbiz.de/10001191403
Saved in:
9
Aggregate exchange rate pass-through : instability and inference
Melick, William Robert
- In:
Journal of economic integration
9
(
1994
)
4
,
pp. 427-443
Persistent link: https://www.econbiz.de/10001177481
Saved in:
10
Exchange rate dynamics with heterogeneous beliefs : a theoretical justification of some assymmetric arch effects
Chauveau, Thierry
;
Topol, Richard
-
1993
Persistent link: https://www.econbiz.de/10000874523
Saved in:
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