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isPartOf:"Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel"
~isPartOf:"Applied financial economics"
~subject:"Time series analysis"
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Time series analysis
Wechselkurs
171
Exchange rate
166
Estimation
41
Schätzung
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Theorie
39
Theory
39
Volatility
35
Volatilität
35
USA
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15
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Aguirre, Maria Sophia
1
Akgül, Işıl
1
Brooks, Chris
1
Caporale, Guglielmo Maria
1
Cellini, Roberto
1
Chang, Yuanchen
1
Cuccia, Tiziana
1
Davradakis, Emmanuel
1
Dijk, Dick van
1
Garg, S.
1
Hafner, Christian M.
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Hamori, Shigeyuki
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Hauser, Michael A.
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Hegerty, Scott W.
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Kunst, Robert M.
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Masih, Abdul Mansur M.
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Masih, Rumi
1
McKenzie, Michael D.
1
Munandar, Haris
1
Newbold, Paul
1
Pittis, Nikitas
1
Reschenhofer, Erhard
1
Saidi, Reza
1
Sayyan, Hülya
1
Vipul
1
Yang, Lu
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
Applied financial economics
Journal of international money and finance
21
Applied economics
15
International journal of forecasting
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Economic modelling
14
International review of economics & finance : IREF
13
Journal of forecasting
11
Journal of international financial markets, institutions & money
11
The North American journal of economics and finance : a journal of financial economics studies
11
Discussion paper / Tinbergen Institute
10
International journal of finance & economics : IJFE
10
Applied economics letters
9
Journal of econometrics
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
International journal of economics and finance
7
CBN journal of applied statistics
6
CESifo working papers
6
Economics letters
6
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
Finance research letters
6
International journal of economics and financial issues : IJEFI
6
Journal of empirical finance
6
Research in international business and finance
6
The European journal of finance
6
Cogent economics & finance
5
Economics and finance working paper series
5
Energy economics
5
Journal of macroeconomics
5
Open economies review
5
Working paper
5
Computational economics
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Discussion papers of interdisciplinary research project 373
4
International review of financial analysis
4
Modern economy
4
Risks : open access journal
4
The empirical economics letters : a monthly international journal of economics
4
Working papers in economics
4
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
3
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ECONIS (ZBW)
15
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1
Volatility forecasting performance of two-scale realized volatility
Garg, S.
;
Vipul
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949
Saved in:
2
Gold prices and exchange rates : a time-varying copula analysis
Yang, Lu
;
Hamori, Shigeyuki
- In:
Applied financial economics
24
(
2014
)
1/3
,
pp. 41-50
Persistent link: https://www.econbiz.de/10010389374
Saved in:
3
Seasonal processes in the Euro-US Dollar daily exchange rate
Cellini, Roberto
;
Cuccia, Tiziana
- In:
Applied financial economics
24
(
2014
)
1/3
,
pp. 161-174
Persistent link: https://www.econbiz.de/10010391453
Saved in:
4
Principal component measures of exchange market pressure : comparisons with variance-weighted measures
Hegerty, Scott W.
- In:
Applied financial economics
23
(
2013
)
16/18
,
pp. 1483-1495
Persistent link: https://www.econbiz.de/10010259384
Saved in:
5
The euro introduction and noneuro currencies
Dijk, Dick van
;
Munandar, Haris
;
Hafner, Christian M.
- In:
Applied financial economics
21
(
2011
)
1/3
,
pp. 95-116
Persistent link: https://www.econbiz.de/10009124660
Saved in:
6
Modelling and forecasting long memory in exchange rate volatility vs. stable and integrated GARCH models
Akgül, Işıl
;
Sayyan, Hülya
- In:
Applied financial economics
18
(
2008
)
4/6
,
pp. 463-482
Persistent link: https://www.econbiz.de/10003739179
Saved in:
7
Macroeconomic fundamentals and exchange rates : a non-parametric cointegration analysis
Davradakis, Emmanuel
- In:
Applied financial economics
15
(
2005
)
7
,
pp. 439-446
Persistent link: https://www.econbiz.de/10002738621
Saved in:
8
A re-examination of variance-ratio test of random walks in foreign exchange rates
Chang, Yuanchen
- In:
Applied financial economics
14
(
2004
)
9
,
pp. 671-679
Persistent link: https://www.econbiz.de/10002091410
Saved in:
9
Parameter instability, superexogeneity, and the monetary model of the exchange rate
Caporale, Guglielmo Maria
;
Pittis, Nikitas
- In:
Weltwirtschaftliches Archiv : Zeitschrift des Instituts …
137
(
2001
)
3
,
pp. 501-524
Persistent link: https://www.econbiz.de/10001618429
Saved in:
10
Asymmetries in the conditional mean and conditional variance in the exchange rate : evidence from within and across economic blocks
Aguirre, Maria Sophia
;
Saidi, Reza
- In:
Applied financial economics
10
(
2000
)
4
,
pp. 401-412
Persistent link: https://www.econbiz.de/10001526317
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