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subject:"Exchange rate"
subject:"United Kingdom"
~subject:"ARCH-Modell"
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Exchange rate
United Kingdom
ARCH-Modell
Estimation theory
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5,375
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5,375
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2,642
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2,608
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19
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15
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13
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9
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9
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8
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7
Ling, Shiqing
7
Ardia, David
6
McAleer, Michael
6
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5
Bollerslev, Tim
5
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Silvennoinen, Annastiina
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Sucarrat, Genaro
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Zhu, Ke
5
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4
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4
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4
Blundell, Richard W.
4
Carnero, M. Angeles
4
Chan, Ngai Hang
4
Cuthbertson, Keith
4
Engle, Robert F.
4
Hall, Stephen G.
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Härdle, Wolfgang
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Kim, Jong-Min
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Kristensen, Dennis
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Li, Dong
4
Li, Wai Keung
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Paolella, Marc S.
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Patterson, Kerry D.
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Pedersen, Rasmus Søndergaard
4
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Journal of econometrics
60
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50
Econometric theory
38
Economics letters
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Econometric reviews
17
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16
International journal of economics and financial issues : IJEFI
16
International journal of forecasting
16
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The econometrics journal
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International economic journal
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The European journal of finance
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Theoretical economics letters
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Annals of financial economics
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201
The sources of stock market volatility in Pakistan
Ihsan, Hajra
;
Ahmed, Eatzaz
- In:
Journal of world economic review
15
(
2020
)
1
,
pp. 15-34
Persistent link: https://www.econbiz.de/10012670422
Saved in:
202
Does exchange rate has any impact on economic growth in India? : an empirical analysis
Shaik, Khulsum
;
G, Babu Rao
- In:
Theoretical and applied economics : GAER review
27
(
2020
)
3/624
,
pp. 223-234
Persistent link: https://www.econbiz.de/10012671939
Saved in:
203
Unconditional quantile regression analysis of UK inbound tourist expenditures
Sharma, Abhijit
;
Woodward, Richard
;
Grillini, Stefano
- In:
Economics letters
186
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012500865
Saved in:
204
Time-varying NoVaS versus GARCH : point prediction, volatility estimation and prediction intervals
Chen, Jie
;
Politis, Dimitris N.
- In:
Journal of time series econometrics
12
(
2020
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10012300649
Saved in:
205
Value-at-Risk dynamics : a copula-VAR approach
De Luca, Giovanni
;
Rivieccio, Giorgia
;
Corsaro, Stefania
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 223-237
Persistent link: https://www.econbiz.de/10012207202
Saved in:
206
Correlation shrinkage : implications for risk forecasting
Menchero, Jose
;
Li, Peng
- In:
Journal of investment management : JOIM
18
(
2020
)
3
,
pp. 92-108
Persistent link: https://www.econbiz.de/10012589102
Saved in:
207
Inference in heavy-tailed vector error correction models
She, Rui
;
Ling, Shiqing
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 433-450
Persistent link: https://www.econbiz.de/10012439014
Saved in:
208
Non-standard inference for augmented double autoregressive models with null volatility coefficients
Jiang, Feiyu
;
Li, Dong
;
Zhu, Ke
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 165-183
Persistent link: https://www.econbiz.de/10012439437
Saved in:
209
Dynamic conditional angular correlation
Jarjour, Riad
;
Chan, Kung-sik
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 137-150
Persistent link: https://www.econbiz.de/10012439656
Saved in:
210
Modeling unbiased extreme value volatility estimator in presence of heterogeneity and jumps : A study with economic significance analysis
Zargar, Faisal Nazir
;
Kumar, Dilip
- In:
International review of economics & finance : IREF
67
(
2020
),
pp. 25-41
Persistent link: https://www.econbiz.de/10012440181
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