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subject:"Volatilität"
~accessRights:"free"
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Volatilität
Estimation
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Theorie
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6
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Ben Ameur, Hachmi
1
Boucher, Christophe
1
Boussaha, Nadia
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Dumitrescu, Elena-Ivona
1
El Ouadghiri, Imane
1
Hamdi, Faycal
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Jawadi, Fredj
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Joëts, Marc
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Louhichi, Waël
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Souam, Saïd
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Discussion paper / Tinbergen Institute
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CESifo working papers
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CAMA working paper series
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Multivariate periodic stochastic volatility models : applications to Algerian dinar exchange rates and oil prices modeling
Boussaha, Nadia
;
Hamdi, Faycal
;
Souam, Saïd
-
2018
Persistent link: https://www.econbiz.de/10012240489
Saved in:
2
On oil-US exchange rate volatility relationships : an intradaily analysis
Jawadi, Fredj
;
Louhichi, Waël
;
Ben Ameur, Hachmi
-
2017
Persistent link: https://www.econbiz.de/10011738106
Saved in:
3
Testing for extreme volatility transmission with realized volatility measures
Boucher, Christophe
;
Truchis, Gilles de
;
Dumitrescu, …
-
2017
Persistent link: https://www.econbiz.de/10011738966
Saved in:
4
The curse of conflict : understanding the effect of terrorism on fiscal volatility
Yogo, Urbain Thierry
-
2016
Persistent link: https://www.econbiz.de/10011736891
Saved in:
5
Does the volatility of commodity prices reflect macroeconomic uncertainty?
Joëts, Marc
;
Mignon, Valérie
;
Razafindrabe, Tovonony
-
2015
Persistent link: https://www.econbiz.de/10011300954
Saved in:
6
Jumps in equilibrium prices and asymmetric news in foreign exchange markets
El Ouadghiri, Imane
;
Uctum, Remzi
-
2015
Persistent link: https://www.econbiz.de/10011736615
Saved in:
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