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subject:"Großbritannien"
~institution:"Centre for Quantitative Economics & Computing"
~institution:"Monetary and Economic Department"
~subject:"Prognoseverfahren"
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Großbritannien
Prognoseverfahren
Exchange rate
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Wechselkurs
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Time series analysis
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3
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Estimation theory
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United Kingdom
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Exchange rate theory
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Brooks, Chris
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Centre for Quantitative Economics & Computing
Monetary and Economic Department
National Bureau of Economic Research
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Federal Reserve Bank of St. Louis
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Georgetown University / Economics Department
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Goodchild, Calvert & Lander
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Discussion papers in quantitative economics and computing / E
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CB
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ECONIS (ZBW)
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Forecasting exchange rate volatility using conditional variance models selected by information criteria
Brooks, Chris
-
1998
Persistent link: https://www.econbiz.de/10000982695
Saved in:
2
Linear and nonlinear (non-)forecastability of high frequency exchange rates
Brooks, Chris
-
1996
Persistent link: https://www.econbiz.de/10000944084
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3
Testing for nonlinearity in daily sterling exchange rates
Brooks, Chris
-
1995
Persistent link: https://www.econbiz.de/10000911564
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4
Exchange rate determination : analysis and policy issues
1983
Persistent link: https://www.econbiz.de/10003480692
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