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subject:"Wechselkurs"
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ECONIS (ZBW)
94
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51
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51
Short patches of outliers, ARCH and volatility modelling
Franses, Philip Hans
;
Dijk, Dick van
;
Lucas, André
-
1998
Persistent link: https://www.econbiz.de/10000986130
Saved in:
52
Improving GARCH volatility forecasts
Klaassen, Franc
-
1998
Persistent link: https://www.econbiz.de/10000986444
Saved in:
53
Nonparametric modelling of financial time series
Heid, Frank
-
1998
Persistent link: https://www.econbiz.de/10000989214
Saved in:
54
Parametric distributional flexibility and conditional variance models with an application to hourly exchange rates
Lye, Jenny N.
-
1998
Persistent link: https://www.econbiz.de/10000991823
Saved in:
55
Spurious correlation in exchange rate target zone modelling : testing the drift-adjustment method on the US Dollar, Random walk and chaos
Darvas, Zsolt M.
-
1998
Persistent link: https://www.econbiz.de/10013422537
Saved in:
56
Variation in the slope coefficient of the Fama regression for testing uncovered interest rate parity : evidence from fixed and time-varying coefficient approaches
Koning, Camiel de
;
Straetmans, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000953290
Saved in:
57
Post-sample prediction tests for the efficient method of moments
Sluis, Pieter J. van der
-
1997
Persistent link: https://www.econbiz.de/10000961545
Saved in:
58
Large and small sample information criteria for GARCH models based on the estimation of the Kullback-Leibler discrepancy
Brooks, Chris
-
1997
Persistent link: https://www.econbiz.de/10000978781
Saved in:
59
Non-parametric volatility estimation of exchange rates and stock prices
Heid, Frank
-
1997
Persistent link: https://www.econbiz.de/10000978829
Saved in:
60
Testing under non-standard conditions in frequency domain : with applications to Markov regime switching models of exchange rates and the Federal Funds rate
Gong, Frank Fangxiong
;
Mariano, Roberto S.
-
1997
Persistent link: https://www.econbiz.de/10000982524
Saved in:
61
A simple regime-switching model for stochastic volatilities
Christopeit, Norbert
-
1997
Persistent link: https://www.econbiz.de/10000982947
Saved in:
62
Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000984425
Saved in:
63
Exchange rates and fundamentals : what do we learn from long-horizon regressions?
Kilian, Lutz
(
contributor
)
-
1997
Persistent link: https://www.econbiz.de/10000972191
Saved in:
64
Multilateral versus bilateral testing for long run purchasing power parity : a cointegration analysis for the Greek drachma
Sideris, Dimitrios
-
1997
Persistent link: https://www.econbiz.de/10000974132
Saved in:
65
Multifractality of Deutschemark US dollar exchange rates
Fisher, Adlai
;
Calvet, Laurent E.
;
Mandelbrot, Benoît B.
-
1997
Persistent link: https://www.econbiz.de/10000974392
Saved in:
66
MLE is alive and well in the financial markets
Ramamurtie, Buddhavarapu Sailesh
;
Ulman, Scott
-
1996
Persistent link: https://www.econbiz.de/10000983755
Saved in:
67
Non-observable noises as a possible cause of conditional heteroscedasticity : the case of intraday exchange rates
Chauveau, Thierry
;
Topol, Richard
-
1996
Persistent link: https://www.econbiz.de/10000950013
Saved in:
68
Die Preisbildung im westdeutschen Außenhandel : e. empirische Untersuchung
Fischer, Malte
-
1996
Persistent link: https://www.econbiz.de/10013346212
Saved in:
69
Irregularly spaced AR and ARCH (ISAR-ARCH) models
Pai, Jeffrey
;
Polasek, Wolfgang
;
Kozumi, Hideo
-
1995
Persistent link: https://www.econbiz.de/10000911263
Saved in:
70
Modeling changes in daily $A exchange rates : an application of GARCH
Kim, Suk-Joong
-
1995
Persistent link: https://www.econbiz.de/10000913189
Saved in:
71
Semiautomatische Modellselektion bei autoregressiver bedingter Heteroskedastie : Ergebnisse aus Simulationsexperimenten
Sanddorf-Köhle, Walter G.
-
1995
Persistent link: https://www.econbiz.de/10000921167
Saved in:
72
Exchange rate forecasting : error correction model
Wisaweisuan, Nitinant
-
1995
Persistent link: https://www.econbiz.de/10000924309
Saved in:
73
Heterosekdastic modelling of daily foreign exchange rates : with non-normal assumption and day-of-the-week and holiday effects
Kam, Simon W.
-
1995
Persistent link: https://www.econbiz.de/10000929581
Saved in:
74
Nonlinear dynamics of spot and forward exchange rates : an application of a seminonparametric estimation procedure
Hsu, Chiente
-
1994
Persistent link: https://www.econbiz.de/10000902659
Saved in:
75
The distribution of exchange rate returns : an international comparison
Lim, Guay C.
(
contributor
)
-
1994
Persistent link: https://www.econbiz.de/10000883954
Saved in:
76
Forecasting volatility using historical data
Figlewski, Stephen
-
1994
Persistent link: https://www.econbiz.de/10000952027
Saved in:
77
Co-integrating relationship between terms of trade and current account deficit : the Australian evidence
Hoque, Asraul
-
1993
Persistent link: https://www.econbiz.de/10000871936
Saved in:
78
Exchange rate dynamics with heterogeneous beliefs : a theoretical justification of some assymmetric arch effects
Chauveau, Thierry
;
Topol, Richard
-
1993
Persistent link: https://www.econbiz.de/10000874523
Saved in:
79
Exchange rate dynamics with heterogeneous beliefs : a theoretical justification of some assymmetric arch effects
Chauveau, Thierry
;
Topol, Richard
-
1993
Persistent link: https://www.econbiz.de/10000874529
Saved in:
80
On the modelling of speculative prices by stable Paretian distributions and regularly varying tails
Kähler, Jürgen
-
1993
Persistent link: https://www.econbiz.de/10013427965
Saved in:
81
Mean reversion tests with reflecting barriers : an application to European monetary system exchange rates
Ball, Clifford A.
;
Roma, Antonio
-
1992
Persistent link: https://www.econbiz.de/10000848978
Saved in:
82
The dynamic covariance structure of exchange rate changes : empirical results from a factor GARCH model
Kugler, Peter
-
1992
Persistent link: https://www.econbiz.de/10000856746
Saved in:
83
Nonlinearities and risk premia in daily dollar-mark exchange rate movements
Schmidt, Roland
-
1992
Persistent link: https://www.econbiz.de/10013276320
Saved in:
84
Two essays in international economics
Selover, David D.
-
1991
Persistent link: https://www.econbiz.de/10000880699
Saved in:
85
A generalized parametric exponential family approach to modelling the distribution of exchange rate movements
Martin, Vance
-
1991
Persistent link: https://www.econbiz.de/10000832855
Saved in:
86
Conditional heteroskedasticity, realignments and the European monetary system
Koedijk, Kees
;
Stork, Philip
;
Vries, Casper G. de
-
1991
Persistent link: https://www.econbiz.de/10000824537
Saved in:
87
Modelling and forecasting exchange-rate volatility with ARCH-type models
Kähler, Jürgen
-
1991
Persistent link: https://www.econbiz.de/10013427855
Saved in:
88
Exchange rate variability : a case of non-linear rational expectations?
Wilson, Edgar J.
-
1990
Persistent link: https://www.econbiz.de/10000829902
Saved in:
89
Testing the random walk hypothesis of daily weekly yen-dollar exchange rates in S. Taylor's model
Kariya, Takeaki
;
Matsue, Yumiko
-
1989
Persistent link: https://www.econbiz.de/10000873193
Saved in:
90
Estimating the inflationary effects of depreciation
Richards, Tony
;
Stevens, Glenn
-
1987
Persistent link: https://www.econbiz.de/10000751892
Saved in:
91
Peso problems, bubbles, and risk in the empirical assessment of exchange-rate behavior
Obstfeld, Maurice
-
1987
Persistent link: https://www.econbiz.de/10000723065
Saved in:
92
Exchange rate and current account dynamics under rational expectations : an econometric analysis
Papell, David H.
-
1985
Persistent link: https://www.econbiz.de/10000684904
Saved in:
93
Testing for serial correlation in the presence of heteroscedasticity with applications to exchange rate models
Domowitz, Ian
;
Hakkio, Craig S.
-
1983
Persistent link: https://www.econbiz.de/10000703686
Saved in:
94
A model of trade and exchange rate projections : equations and parameters
Halttunen, Hannu
;
Warner, Dennis
-
1979
Persistent link: https://www.econbiz.de/10009558826
Saved in:
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