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~institution:"Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse"
~person:"Reimers, Hans-Eggert"
~subject:"Schätzung"
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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
separate variance regimes are selected for both exchange rate series. The identified points of
structural
change
are close to a …
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