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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Exchange rate"
~subject:"Heteroskedastizität"
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Exchange rate
Heteroskedastizität
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Centre for Analytical Finance <Århus>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Modeling sequences of long memory non-negative covariance stationary random variables
Koulikov, Dmitri
(
contributor
)
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2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793903
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2
Time series modelling of daily log-price ranges for SF/USD and USD/GBP
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719176
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3
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
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