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~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Finance research letters"
~subject:"Wechselkurs"
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Search: subject_exact:"Zeitreihenzerlegung"
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Wechselkurs
Time series analysis
145
Zeitreihenanalyse
145
Theorie
94
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94
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49
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49
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47
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47
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Kladívko, Kamil
2
Saikkonen, Pentti
2
Österholm, Pär
2
Biswas, Nabaneeta
1
Choi, In
1
Cybakov, Aleksandr B.
1
Feldmann, David
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Otunuga, Olusegun Michael
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Plíhal, Tomáš
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Tang, Biyan
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Výrost, Tomáš
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Finance research letters
Journal of international money and finance
21
Applied economics
15
International journal of forecasting
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Economic modelling
14
Applied financial economics
13
International review of economics & finance : IREF
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11
Journal of international financial markets, institutions & money
11
The North American journal of economics and finance : a journal of financial economics studies
11
Discussion paper / Tinbergen Institute
10
International journal of finance & economics : IJFE
10
Applied economics letters
9
Journal of econometrics
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
International journal of economics and finance
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CBN journal of applied statistics
6
CESifo working papers
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Economics letters
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of economics and financial issues : IJEFI
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Research in international business and finance
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The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
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1
Nowcasting of the short-run Euro-Dollar exchange rate with economic fundamentals and time-varying parameters
Yemba, Boniface P.
;
Otunuga, Olusegun Michael
;
Tang, Biyan
- In:
Finance research letters
52
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014472115
Saved in:
2
Market participants or the random walk : who forecasts better? : evidence from micro-level survey data
Kiss, Tamás
;
Kladívko, Kamil
;
Silfverberg, Oliwer
; …
- In:
Finance research letters
54
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014472721
Saved in:
3
Exchange rate volatility and intraday jump probability with periodicity filters using a local robust variance
Yi, Chae-Deug
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014472978
Saved in:
4
Do market participants' forecasts of financial variables outperform the random-walk benchmark?
Kladívko, Kamil
;
Österholm, Pär
- In:
Finance research letters
40
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012819546
Saved in:
5
FX market volatility modelling : can we use low-frequency data?
Lyócsa, Štefan
;
Plíhal, Tomáš
;
Výrost, Tomáš
- In:
Finance research letters
40
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012820071
Saved in:
6
Intraday patterns in foreign exchange returns and realized volatility
Zhang, Hao
- In:
Finance research letters
27
(
2018
),
pp. 99-104
Persistent link: https://www.econbiz.de/10012006752
Saved in:
7
Nonlinear GARCH models for highly persistent volatility
Lanne, Markku
;
Saikkonen, Pentti
-
2002
Persistent link: https://www.econbiz.de/10001668610
Saved in:
8
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
9
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:
10
Flexible stochastic volatility structures for high frequency financial data
Feldmann, David
;
Härdle, Wolfgang
;
Hafner, Christian M.
; …
-
1998
Persistent link: https://www.econbiz.de/10000992362
Saved in:
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