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subject:"Wechselkurs"
~person:"Bossaerts, Peter L."
~person:"Koedijk, Kees"
~person:"Kumar, Dilip"
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Wechselkurs
Estimation theory
29
Schätztheorie
29
Volatility
21
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Estimation
14
Schätzung
14
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12
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Bossaerts, Peter L.
Koedijk, Kees
Kumar, Dilip
Brandt, Michael W.
13
Diebold, Francis X.
12
Alizadeh, Sassan
8
Pittis, Nikitas
7
Caporale, Guglielmo Maria
6
Cheung, Yin-Wong
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Härdle, Wolfgang
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Craig, Ben R.
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Santa-Clara, Pedro
5
Franses, Philip Hans
4
Gardeazabal, Javier
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Guirguis, Michel
4
Keller, Joachim G.
4
Arize, Augustine Chuck
3
Baillie, Richard
3
Bollerslev, Tim
3
Burns, Kelly
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Chauveau, Thierry
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Fujii, Eiji
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Hall, Stephen G.
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Halttunen, Hannu
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Heid, Frank
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Kuan, Chung-ming
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Kugler, Peter
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Liu, Tung
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Lucas, André
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Martin, Vance
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Masih, Abdul Mansur M.
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Masih, Rumi
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Spokojnyj, Vladimir G.
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Swamy, Paravastu A. V. B.
3
Topol, Richard
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Econometric theory
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Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
International economics research paper
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Journal of applied econometrics
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ECONIS (ZBW)
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1
Modelling and forecasting unbiased extreme value volatility estimator : A study based on exchange rates with economic significance analysis
Kumar, Dilip
- In:
The journal of prediction markets
13
(
2019
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10012607570
Saved in:
2
Modelling and forecasting unbiased extreme value volatility estimator : a study based on EUR/USD exchange rate
Kumar, Dilip
- In:
Theoretical economics letters
8
(
2018
)
9
,
pp. 1599-1613
Persistent link: https://www.econbiz.de/10011888653
Saved in:
3
Long memory in Indian exchange rates : an application of power-law scaling analysis
Kumar, Dilip
;
Maheswaran, S.
- In:
Macroeconomics and finance in emerging market economies
8
(
2015
)
1/3
,
pp. 90-107
Persistent link: https://www.econbiz.de/10011402342
Saved in:
4
An EMS target zone model in discrete time
Koedijk, Kees
- In:
Journal of applied econometrics
13
(
1998
)
1
,
pp. 31-48
Persistent link: https://www.econbiz.de/10001237950
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5
A new method for volatility estimation with applications in foreign exchange rate series
Bossaerts, Peter L.
- In:
Finanzmarktanalyse und -prognose mit innovativen …
,
(pp. 71-83)
.
1996
Persistent link: https://www.econbiz.de/10001318071
Saved in:
6
The econometrics of learning in financial markets
Bossaerts, Peter L.
- In:
Econometric theory
11
(
1995
)
1
,
pp. 151-189
Persistent link: https://www.econbiz.de/10001176345
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7
Tail estimates of East European exchange rates
Koedijk, Kees
- In:
Journal of business & economic statistics : JBES ; a …
10
(
1992
)
1
,
pp. 83-96
Persistent link: https://www.econbiz.de/10001120242
Saved in:
8
Conditional heteroskedasticity, realignments and the European monetary system
Koedijk, Kees
;
Stork, Philip
;
Vries, Casper G. de
-
1991
Persistent link: https://www.econbiz.de/10000824537
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