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subject:"Wechselkurs"
type_genre:"Aufsatz im Buch"
~isPartOf:"Robustness in econometrics"
~subject:"ARCH-Modell"
~type:"article"
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Robustness in econometrics
Handbook of financial time series
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Econometric analysis of financial and economic time series ; part a
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Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Application of operations research to financial markets
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Econometric analysis of financial markets
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
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Essays in honor of Joon Y. Park : econometric theory
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Essays on Random Effects models and GARCH
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Global information technology and competitive financial alliances
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Handbook of research methods and applications in empirical finance
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Handbook of research on emerging theories, models, and applications of financial econometrics
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Institutional arrangements for global economic integration
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Interest rates : term structure models, monetary policy, and prediction
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International comparisons of prices, output and productivity
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International finance for infrastructure development
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Maximum likelihood estimation of misspecified models : twenty years later
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Natural computing in computational finance ; [the inspiration for this book stemmed from the success of EvoFin 2007, the first European Workshop on Evolutionary Computation in Finance and Economics, which was held as part of the EvoWorkshops at Evo* in Valencia, Spain in April 2007]
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Nonlinear economic models : cross-sectional, times series and neural network applications
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The Japanese finance : corporate finance and capital markets in changing Japan
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The refinement of econometric estimation and test procedures : finite sample and asymptoyic analysis
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Zero-coupon yield curves : technical documentation
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Structural breaks of CAPM-type market model with heteroskedasticity and quantile regression
Chen, Cathy W. S.
;
Khemmanant Khamthong
;
Lee, Sangyeol
- In:
Robustness in econometrics
,
(pp. 111-134)
.
2017
Persistent link: https://www.econbiz.de/10011801139
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Do we have robust GARCH models under different mean equations : evidence from exchange rates of Thailand?
Tanaporn Tungtrakul
;
Natthaphat Kingnetr
;
Songsak …
- In:
Robustness in econometrics
,
(pp. 599-613)
.
2017
Persistent link: https://www.econbiz.de/10011801995
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