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~isPartOf:"Econometric Institute Research Papers"
~person:"Mahieu, Ronald"
~source:"repec"
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Search: subject:"GARCH"
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Bayesian decision making
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GARCH
2
Econometric modelling
1
Exchange rates
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Risk management
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Stochastic volatility
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econometric modelling
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exchange rates
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forward contracts
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risk management
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Mahieu, Ronald
McAleer, Michael
13
Chang, Chia-Lin
8
Tansuchat, Roengchai
6
Franses, Philip Hans
5
Hafner, Christian Matthias
5
van Dijk, Dick
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Bos, Charles
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van Dijk, Herman K.
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Chan, Chan, F.
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Khamkaew, Thanchanok
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Allen, Allen, D.E.
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Amran, Amran, R.
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Bauwens, Luc
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Chang, Chang, C.
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Chen, Chen, C-C.
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Chu, Chu, L.
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De Pooter, Michiel
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Doornik, J.A.
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Herwartz, H.
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Medeiros, Medeiros, M.C.
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Neele, Neele, J.
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Ooms, Marius
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Paap, Richard
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Rombouts, J.V.K.
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da Veiga, da Veiga, B.
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van der Leij, van der Leij, M.J.
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
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Daily exchange rate behaviour and hedging of currency risk
Bos, Charles
;
Mahieu, Ronald
;
van Dijk, Herman K.
-
Faculteit der Economische Wetenschappen, Erasmus …
-
2000
methods. The effects of several model characteristics (unit roots,
GARCH
, stochastic volatility, heavy tailed disturbance …
Persistent link: https://www.econbiz.de/10010731772
Saved in:
2
Daily exchange rate behaviour and hedging of currency risk
Bos, Charles
;
Mahieu, Ronald
;
van Dijk, Herman K.
-
Faculteit der Economische Wetenschappen, Erasmus …
-
1999
Carlo methods. The effects of several model characteristics (unit roots,
GARCH
, stochastic volatility, heavy tailed …
Persistent link: https://www.econbiz.de/10010731646
Saved in:
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