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subject:"Wechselkurs"
type_genre:"Non-commercial literature"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Produktivität"
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Wechselkurs
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Estimation
108
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58
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58
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27
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1975-1998
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10
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1
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Herwartz, Helmut
2
Härdle, Wolfgang
2
Saikkonen, Pentti
2
Spokojnyj, Vladimir G.
2
Teyssière, Gilles
2
Chinn, Menzie David
1
Choi, In
1
Cybakov, Aleksandr B.
1
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1
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1
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1
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1
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Working paper / National Bureau of Economic Research, Inc.
125
CESifo working papers
109
Discussion paper series / IZA
98
Discussion paper / Centre for Economic Policy Research
84
Discussion paper
57
Working paper
56
Kiel working paper
40
RIETI discussion paper
34
Discussion papers / CEPR
29
Discussion papers / Deutsches Institut für Wirtschaftsforschung
28
Discussion paper / Tinbergen Institute
24
University of Lüneburg Working paper series in economics
24
ZEW discussion papers
24
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
23
Discussion paper / Deutsche Bundesbank
17
Working paper series
17
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17
Kieler Arbeitspapiere
16
FIW working paper
15
CAMA working paper series
14
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13
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12
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Cege discussion paper
10
Discussion papers of interdisciplinary research project 373
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Mu̐helytanulmányok / Magyar Tudományos Akadémia, Közgazdaságtudományi Intézet
10
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ECONIS (ZBW)
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Nonlinear GARCH models for highly persistent volatility
Lanne, Markku
;
Saikkonen, Pentti
-
2002
Persistent link: https://www.econbiz.de/10001668610
Saved in:
2
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
3
Multivariate volatility models
Fengler, Matthias R.
;
Herwartz, Helmut
-
2001
Persistent link: https://www.econbiz.de/10001659915
Saved in:
4
Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate : structural shifts in GARCH models and their implications
Herwartz, Helmut
;
Reimers, Hans-Eggert
-
2001
Persistent link: https://www.econbiz.de/10001631316
Saved in:
5
The empirical determinants of the Euro : short and long run perspectives
Chinn, Menzie David
-
2000
Persistent link: https://www.econbiz.de/10001509343
Saved in:
6
Adaptive estimation for a time inhomogeneous stochastic-volatility model
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
;
Teyssière, …
-
2000
Persistent link: https://www.econbiz.de/10001470372
Saved in:
7
Cointegrating smooth transition regressions with application to the Asian currency crisis
Saikkonen, Pentti
;
Choi, In
-
2000
Persistent link: https://www.econbiz.de/10001555318
Saved in:
8
The Polish crawling peg system : a cointegration analysis
Trenkler, Carsten
-
2000
Persistent link: https://www.econbiz.de/10001528203
Saved in:
9
Modelling exchange rates volatility with multivariate long memory ARCH processes
Teyssière, Gilles
-
1999
-
Rev. version
Persistent link: https://www.econbiz.de/10001377680
Saved in:
10
Die empirische Relevanz des monetären Modells für die Erklärung des DM-Dollar-Wechselkurses
Nautz, Dieter
-
1999
Persistent link: https://www.econbiz.de/10001413423
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