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~isPartOf:"Finance research letters"
~isPartOf:"International economic journal"
~isPartOf:"Journal of applied econometrics"
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Search: subject_exact:"Devisenhandel"
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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
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2
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:
3
Intraday exchange rate volatility transmissions across QE announcements
Kenourgios, Dimitris
;
Papadamou, Stephanos
;
Dimitriou, …
- In:
Finance research letters
14
(
2015
),
pp. 128-134
Persistent link: https://www.econbiz.de/10011552689
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
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