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subject:"Forecasting model"
~language:"eng"
~type_genre:"Article in journal"
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Search: subject_exact:"German Mark"
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Forecasting model
Deutsche Mark
195
US dollar
99
US-Dollar
99
Exchange rate
84
Wechselkurs
84
Yen
83
Theorie
66
Theory
66
Pfund Sterling
59
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59
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58
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47
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47
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45
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32
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27
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25
French franc
25
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22
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21
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16
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Estimation theory
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7
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MacDonald, Ronald
2
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2
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Bekaert, Geert
1
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1
Bollerslev, Tim
1
Campa, José Manuel
1
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1
Chang, P. H. Kevin
1
Choi, Kyongwook
1
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1
Han, Bing
1
Hung, Ken
1
López, José A.
1
Malz, Allan Martin
1
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1
Tsay, Yang-tzong
1
Vielma, Hector
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Wadhwani, Sushil B.
1
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1
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Journal of international money and finance
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Advances in quantitative analysis of finance and accounting : a research annual
1
Economics letters
1
European review of economics and finance
1
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1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of forecasting
1
Quarterly bulletin / Bank of England
1
Review of quantitative finance and accounting
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The review of economics and statistics
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ECONIS (ZBW)
14
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1
Long memory versus structural breaks in modeling and forecasting realized volatility
Choi, Kyongwook
;
Yu, Wei-choun
;
Zivot, Eric
- In:
Journal of international money and finance
29
(
2010
)
5
,
pp. 857-875
Persistent link: https://www.econbiz.de/10003989920
Saved in:
2
Option volume, strike distribution, and foreign exchange rate movements
Cassano, Mark A.
;
Han, Bing
- In:
Review of quantitative finance and accounting
30
(
2008
)
1
,
pp. 49-67
Persistent link: https://www.econbiz.de/10003614099
Saved in:
3
Currency spillovers and tri-polarity : a simultaneous model of the US dollar, German mark and Japanese yen
MacDonald, Ronald
;
Marsh, Ian
- In:
Journal of international money and finance
23
(
2004
)
1
,
pp. 99-111
Persistent link: https://www.econbiz.de/10001896665
Saved in:
4
Comparative forecasting performance of symmetric and asymmetric conditional volatility models of an exchange rate
Balaban, Ercan
- In:
Economics letters
83
(
2004
)
1
,
pp. 99-105
Persistent link: https://www.econbiz.de/10001968237
Saved in:
5
Exchange rate forecasting using neural networks : the case of the Deutsch Mark, French Franc, and Swiss Franc
Vielma, Hector
;
Desouza, Kevin C.
- In:
European review of economics and finance
2
(
2003
)
2
,
pp. 63-80
Persistent link: https://www.econbiz.de/10001802759
Saved in:
6
The performance of non-linear exchange rate models : a forecasting comparison
Boero, Gianna
;
Marrocu, Emanuela
- In:
Journal of forecasting
21
(
2002
)
7
,
pp. 513-542
Persistent link: https://www.econbiz.de/10001775849
Saved in:
7
Is implied correlation worth calculating? : Evidence from foering exchange options
Walter, Christian A.
;
López, José A.
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 65-81
Persistent link: https://www.econbiz.de/10001497759
Saved in:
8
Sterling's puzzling behaviour
Wadhwani, Sushil B.
- In:
Quarterly bulletin / Bank of England
39
(
1999
)
4
,
pp. 416-427
Persistent link: https://www.econbiz.de/10001443929
Saved in:
9
Answering the skeptics : yes, standard volatility models do provide accurate forecasts
Andersen, Torben
- In:
International economic review
39
(
1998
)
4
,
pp. 885-905
Persistent link: https://www.econbiz.de/10001338809
Saved in:
10
The forecasting ability of correlations implied in foreign exchange options
Campa, José Manuel
;
Chang, P. H. Kevin
- In:
Journal of international money and finance
17
(
1998
)
6
,
pp. 855-880
Persistent link: https://www.econbiz.de/10001381741
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