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subject:"Wechselkurs"
isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Interest rate"
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Wechselkurs
Interest rate
Estimation
110
Schätzung
110
Deutschland
70
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70
Theorie
59
Theory
59
USA
28
United States
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Time series analysis
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Estimation theory
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1975-1998
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Herwartz, Helmut
3
Härdle, Wolfgang
3
Saikkonen, Pentti
3
Lanne, Markku
2
Nautz, Dieter
2
Reimers, Hans-Eggert
2
Spokojnyj, Vladimir G.
2
Teyssière, Gilles
2
Wolters, Jürgen
2
Chinn, Menzie David
1
Choi, In
1
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1
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1
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1
Hafner, Christian M.
1
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1
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1
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1
Li, Haitao
1
Lütkepohl, Helmut
1
Mercurio, Danilo
1
Nielsen, Jens Perch
1
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1
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1
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Journal of international money and finance
115
Applied economics
104
NBER working paper series
72
Economic modelling
71
NBER Working Paper
68
Working paper / National Bureau of Economic Research, Inc.
68
International review of economics & finance : IREF
66
CESifo working papers
65
Applied financial economics
64
International journal of economics and financial issues : IJEFI
55
Applied economics letters
53
Discussion paper / Centre for Economic Policy Research
51
International journal of finance & economics : IJFE
51
The North American journal of economics and finance : a journal of financial economics studies
48
Journal of international financial markets, institutions & money
42
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
41
The empirical economics letters : a monthly international journal of economics
40
Working paper
38
IMF working papers
35
International journal of economics and finance
33
Open economies review
32
Journal of international economics
31
Journal of banking & finance
30
Economics letters
29
Journal of macroeconomics
29
Discussion papers / CEPR
27
Research in international business and finance
27
Cogent economics & finance
26
International review of financial analysis
26
Journal of empirical finance
26
Discussion paper
25
Energy economics
25
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
The European journal of finance
23
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
23
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
21
International Journal of Energy Economics and Policy : IJEEP
21
Discussion papers / Deutsches Institut für Wirtschaftsforschung
20
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ECONIS (ZBW)
18
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1
Nonlinear GARCH models for highly persistent volatility
Lanne, Markku
;
Saikkonen, Pentti
-
2002
Persistent link: https://www.econbiz.de/10001668610
Saved in:
2
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
3
Nonparametric specification testing for continuous-time models with application to spot interest rates
Hong, Yongmiao
;
Li, Haitao
-
2002
Persistent link: https://www.econbiz.de/10001684716
Saved in:
4
Multivariate volatility models
Fengler, Matthias R.
;
Herwartz, Helmut
-
2001
Persistent link: https://www.econbiz.de/10001659915
Saved in:
5
Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate : structural shifts in GARCH models and their implications
Herwartz, Helmut
;
Reimers, Hans-Eggert
-
2001
Persistent link: https://www.econbiz.de/10001631316
Saved in:
6
The transmission of German monetary policy in the pre-Euro period
Lütkepohl, Helmut
;
Wolters, Jürgen
-
2001
Persistent link: https://www.econbiz.de/10001637572
Saved in:
7
The empirical determinants of the Euro : short and long run perspectives
Chinn, Menzie David
-
2000
Persistent link: https://www.econbiz.de/10001509343
Saved in:
8
Adaptive estimation for a time inhomogeneous stochastic-volatility model
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
;
Teyssière, …
-
2000
Persistent link: https://www.econbiz.de/10001470372
Saved in:
9
Cointegrating smooth transition regressions with application to the Asian currency crisis
Saikkonen, Pentti
;
Choi, In
-
2000
Persistent link: https://www.econbiz.de/10001555318
Saved in:
10
Modelling the US short-term interest rate by mixture autoregressive processes
Lanne, Markku
;
Saikkonen, Pentti
-
2000
Persistent link: https://www.econbiz.de/10001528164
Saved in:
11
The Polish crawling peg system : a cointegration analysis
Trenkler, Carsten
-
2000
Persistent link: https://www.econbiz.de/10001528203
Saved in:
12
Unterschiedliche Volatilitätsregime am deutschen Rentenmarkt
Herwartz, Helmut
;
Reimers, Hans-Eggert
-
1999
Persistent link: https://www.econbiz.de/10001404957
Saved in:
13
Modelling exchange rates volatility with multivariate long memory ARCH processes
Teyssière, Gilles
-
1999
-
Rev. version
Persistent link: https://www.econbiz.de/10001377680
Saved in:
14
Die empirische Relevanz des monetären Modells für die Erklärung des DM-Dollar-Wechselkurses
Nautz, Dieter
-
1999
Persistent link: https://www.econbiz.de/10001413423
Saved in:
15
Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian
;
Härdle, Wolfgang
;
Nielsen, Jens Perch
-
1998
Persistent link: https://www.econbiz.de/10000168636
Saved in:
16
The response of long-term interest rates to news about monetary policy actions : empirical evidence for the US and Germany
Nautz, Dieter
;
Wolters, Jürgen
-
1998
Persistent link: https://www.econbiz.de/10000996323
Saved in:
17
Volatility estimates of the short term interest rate with an application to German data
Dankenbring, Henning
-
1998
Persistent link: https://www.econbiz.de/10000997987
Saved in:
18
Flexible stochastic volatility structures for high frequency financial data
Feldmann, David
;
Härdle, Wolfgang
;
Hafner, Christian M.
; …
-
1998
Persistent link: https://www.econbiz.de/10000992362
Saved in:
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