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~isPartOf:"Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía"
~isPartOf:"International economic journal"
~isPartOf:"Journal of applied econometrics"
~subject:"1973-1988"
~subject:"ARCH model"
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Search: subject_exact:"Devisenhandel"
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1973-1988
ARCH model
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Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
International economic journal
Journal of applied econometrics
Economic modelling
5
Economics letters
4
International review of economics & finance : IREF
4
Journal of multinational financial management
4
Research in international business and finance
4
Applied economics
3
Journal of international financial markets, institutions & money
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Journal of risk and financial management : JRFM
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Pacific-Basin finance journal
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The journal of futures markets
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Cuadernos de economía
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Journal of Asia Pacific business
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NBER working paper series
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The North American journal of economics and finance : a journal of financial economics studies
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The empirical economics letters : a monthly international journal of economics
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African journal of economic and management studies : AJEMS
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Anales de estudios económicos y empresariales
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Asia-Pacific financial markets
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Asia-Pacific journal of management research and innovation : APJMRI
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Asian economic journal : journal of the East Asian Economic Association
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1
An empirical application of a random level shifts model with time-varying probability and mean reversion to the volatility of Latin-American Forex markets returns
Gonzáles Tanaka, José Carlos
;
Rodriguez, Gabriel
-
2016
Persistent link: https://www.econbiz.de/10011538602
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2
Modeling Latin-American stock and Forex markets volatility : empirical application of a model with random level shifts and genuine long memory
Rodriguez, Gabriel
-
2016
Persistent link: https://www.econbiz.de/10011538608
Saved in:
3
Empirical regularities of financial market volatility and good modelling process : developing countries' exchange rate markets perspective
Osei-Assibey, Kwame
- In:
International economic journal
29
(
2015
)
4
,
pp. 547-570
Persistent link: https://www.econbiz.de/10011548760
Saved in:
4
Hierarchical Markov normal mixture models with applications to financial asset returns
Geweke, John
;
Amisano, Gianni
- In:
Journal of applied econometrics
26
(
2011
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10008937004
Saved in:
5
A flexible parametric GARCH model with an application to exchange rates
Wang, Kai-li
(
contributor
)
- In:
Journal of applied econometrics
16
(
2001
)
4
,
pp. 521-536
Persistent link: https://www.econbiz.de/10001601907
Saved in:
6
On the effects of exchange risk on the foreign exchange market efficiency
Bahmani-Oskooee, Mohsen
- In:
International economic journal
5
(
1991
)
2
,
pp. 77-86
Persistent link: https://www.econbiz.de/10001113506
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