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subject:"Volatilität"
type_genre:"Working Paper"
~person:"Martin, Vance"
~subject:"USA"
~type_genre:"Konferenzbeitrag"
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Martin, Vance
Koopman, Siem Jan
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Diebold, Francis X.
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Audrino, Francesco
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Phillips, Peter C. B.
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Vella, Francis
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Research paper / University of Melbourne, Department of Economics
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ECONIS (ZBW)
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1
Testing speculative efficiency : pitfalls, puzzles and parametrics
Lim, Guay C.
;
Martin, Vance
-
1995
Persistent link: https://www.econbiz.de/10000920105
Saved in:
2
Cointegration, parametric estimation and testing speculative efficiency with overlapping data
Lim, Guay C.
;
Martin, Vance
-
1992
Persistent link: https://www.econbiz.de/10000851338
Saved in:
3
Multiple equilibria and the distribution of the real exchange rate : an application to the US-Australian real exchange rate
Creedy, John
;
Lye, Jenny N.
;
Martin, Vance
-
1991
Persistent link: https://www.econbiz.de/10000829903
Saved in:
4
A generalized parametric exponential family approach to modelling the distribution of exchange rate movements
Martin, Vance
-
1991
Persistent link: https://www.econbiz.de/10000832855
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