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subject:"Wechselkurs"
type:"article"
~isPartOf:"International journal of monetary economics and finance"
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Wechselkurs
Estimation theory
8
Schätztheorie
8
Risikomaß
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Risk measure
4
ARCH model
3
ARCH-Modell
3
Exchange rate
3
Time series analysis
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Volatility
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Zeitreihenanalyse
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Aktienmarkt
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Capital income
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Kapitaleinkommen
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Stock market
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Structural break
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Strukturbruch
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long memory
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ARCH effect
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ARFIMA
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ARMA model
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Capital market returns
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Comparison
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Developing countries
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EGARCH
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Efficient market hypothesis
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Emerging economies
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Estimation
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Forex rate volatility in Peru
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Aloui, Chaker
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Herrera Aramburú, Andrés
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Mabrouk, Samir
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Osei-Assibey, Kwame
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Rodriguez, Gabriel
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International journal of monetary economics and finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
International journal of economics and financial issues : IJEFI
8
Economic modelling
6
Economics letters
6
International economic journal
6
Journal of applied econometrics
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Journal of econometrics
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Journal of international money and finance
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Journal of foreign exchange and international finance : JFEIF
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International journal of finance & economics : IJFE
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Research in international business and finance
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Theoretical economics letters
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Applied economics
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CBN journal of applied statistics
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International journal of economics and finance
3
Journal of economic integration
3
Journal of empirical finance
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Journal of forecasting
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Seoul journal of economics
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The journal of finance : the journal of the American Finance Association
3
Afro-Asian Journal of Finance and Accounting : AAJFA
2
Applied economics letters
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Artha vijñāna : journal of the Gokhale Institute of Politics and Economics
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Econometric reviews
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Economic notes : economic review of Banca Monte dei Paschi di Siena
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Economic systems
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Financial engineering and the Japanese markets
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Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
2
Indian journal of economics & business : IJEB
2
International journal of financial research
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International journal of forecasting
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International review of financial analysis
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Journal of banking & finance
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Journal of economic development
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Journal of international economics
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Journal of international financial markets, institutions & money
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Journal of money, credit and banking : JMCB
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Journal of risk and financial management : JRFM
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1
Volatility of stock market and exchange rate returns in Peru : long memory or short memory with level shifts?
Herrera Aramburú, Andrés
;
Rodriguez, Gabriel
- In:
International journal of monetary economics and finance
9
(
2016
)
1
,
pp. 45-66
Persistent link: https://www.econbiz.de/10011548319
Saved in:
2
Sign asymmetry and exchange rate market volatility : empirical evidence from two developing countries
Osei-Assibey, Kwame
- In:
International journal of monetary economics and finance
7
(
2014
)
2
,
pp. 107-121
Persistent link: https://www.econbiz.de/10010531307
Saved in:
3
GARCH-class models estimations and value-at-risk analysis for exchange rate
Mabrouk, Samir
;
Aloui, Chaker
- In:
International journal of monetary economics and finance
4
(
2011
)
3
,
pp. 254-278
Persistent link: https://www.econbiz.de/10009376253
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