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~person:"MacDonald, Ronald"
~subject:"Markov-Kette"
~type:"article"
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Markov-Kette
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Markov chain
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Schätzung
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Zinsstruktur
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1973-2000
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Exchange rate determination
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Financial analysis
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Germany
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Individual expectations
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Markov-Switching-Model
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Monetäre Wechselkurstheorie
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MacDonald, Ronald
Frömmel, Michael
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Markov switching regimes in a monetary exchange rate model
Frömmel, Michael
;
MacDonald, Ronald
;
Menkhoff, Lukas
- In:
Economic modelling
22
(
2005
)
3
,
pp. 485-502
Persistent link: https://www.econbiz.de/10002770119
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2
Do fundamentals matter for the D-Mark/Euro-Dollar?
Frömmel, Michael
;
MacDonald, Ronald
;
Menkhoff, Lukas
- In:
Global finance journal
15
(
2005
)
3
,
pp. 321-335
Persistent link: https://www.econbiz.de/10002689360
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