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isPartOf:"The econometrics journal"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~person:"Abdurehman, Abderezak Ali"
~person:"Ardia, David"
~person:"Hamzaoui, Nessrine"
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Search: subject_exact:"ARCH-Modell"
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ARCH model
4
ARCH-Modell
4
Estimation
4
Schätzung
4
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3
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3
Conditional Volatility
2
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2
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Dynamic Conditional Correlation-multivariate Generalized Autoregressive Conditional Heteroskedasticity
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Generalized Autoregressive Conditional Heteroskedasticity Model
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Abdurehman, Abderezak Ali
Ardia, David
Hamzaoui, Nessrine
Balibey, Mesut
2
Bauwens, Luc
2
Dellaportas, P.
2
Dēmos, Antōnēs A.
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1
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The econometrics journal
International journal of economics and financial issues : IJEFI
Discussion paper / Tinbergen Institute
6
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2
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2
Tinbergen Institute Discussion Paper
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ECONIS (ZBW)
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1
Exploration of the foreign exchange forward premiums and the spot exchange return : a multivariate approach
Hamzaoui, Nessrine
;
Regaieg, Boutheina
- In:
International journal of economics and financial issues …
6
(
2016
)
2
,
pp. 694-702
Persistent link: https://www.econbiz.de/10011697286
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2
The relationship between exchange rate and inflation : an empirical study of Turkey
Abdurehman, Abderezak Ali
;
Hacilar, Samet
- In:
International journal of economics and financial issues …
6
(
2016
)
4
,
pp. 1454-1459
Persistent link: https://www.econbiz.de/10011775167
Saved in:
3
The Glosten-Jagannathan-Runkle-Generalized Autoregressive Conditional Heteroscedastic approach to investigating the foreign exchange forward premium volatility
Hamzaoui, Nessrine
;
Regaieg, Boutheina
- In:
International journal of economics and financial issues …
6
(
2016
)
4
,
pp. 1608-1615
Persistent link: https://www.econbiz.de/10011775273
Saved in:
4
Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with student-t innovations
Ardia, David
- In:
The econometrics journal
12
(
2009
)
1
,
pp. 105-126
Persistent link: https://www.econbiz.de/10003841976
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