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~institution:"Tinbergen Instituut"
~person:"Mahieu, Ronald J."
~source:"repec"
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Search: subject:"GARCH"
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Bayesian decision making
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GARCH
2
econometric modelling
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exchange rates
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risk management
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stochastic volatility
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forward contracts
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Mahieu, Ronald J.
Ardia, David
5
Dijk, Herman K. van
5
Bos, Charles S.
4
Hoogerheide, Lennart F.
4
Hoogerheide, Lennart
3
Allen, David E.
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Tinbergen Instituut
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Daily Exchange Rate Behaviour and Hedging of Currency Risk
Bos, Charles S.
;
Mahieu, Ronald J.
;
Dijk, Herman K. van
-
Tinbergen Instituut
-
2001
ofseveral modelcharacteristics (unit roots,
GARCH
, stochastic volatility, heavy taileddisturbance densities) areinvestigated in …
Persistent link: https://www.econbiz.de/10011256653
Saved in:
2
Daily Exchange Rate Behaviour and Hedging of Currency Risk
Bos, Charles S.
;
Mahieu, Ronald J.
;
Dijk, Herman K. van
-
Tinbergen Instituut
-
1999
. The effects of several model characteristics(unit roots,
GARCH
, stochastic volatility, heavy tailed disturbancedensities …
Persistent link: https://www.econbiz.de/10011257188
Saved in:
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