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~isPartOf:"Journal of empirical finance"
~subject:"Continuous time ARMA process"
~subject:"Deutschland"
~subject:"Exchange rate policy"
~subject:"Exchange rate"
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Continuous time ARMA process
Deutschland
Exchange rate policy
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ARMA model
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2
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Beine, Michel
1
Beltratti, Andrea
1
Chambers, Marcus J.
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Laurent, Sébastien
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Morana, Claudio
1
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Journal of empirical finance
CoFE discussion papers
3
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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Journal of international financial markets, institutions & money
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Applied financial economics
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Acta oeconomica Pragensia : vědecký časopis Vysoke Školy Ekonomické v Praze
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Advances in Pacific Basin financial markets
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Advances in macroeconometric modeling : papers and proceedings of the 4th IWH Workshop in Macroeconometrics
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Amfiteatru economic : an economic and business research periodical
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Annales d'économie et de statistique
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Arbeitspapier / Institut für Statistik und Ökonometrie
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Asia-Pacific financial markets
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Asian Journal of Empirical Research
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Brazilian review of econometrics : the review of the Brazilian Econometric Society
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Diskussionspapier / Volkswirtschaftliche Forschungsgruppe der Deutschen Bundesbank
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Dresdner Beiträge zur Volkswirtschaftslehre
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Economies et sociétés ; 39,1
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The exact discretisation of CARMA models with applications in finance
Thornton, Michael A.
;
Chambers, Marcus J.
- In:
Journal of empirical finance
38
(
2016
),
pp. 739-761
Persistent link: https://www.econbiz.de/10011663785
Saved in:
2
Structural change and long-range dependence in volatility of exchange rates : either, neither or both?
Morana, Claudio
;
Beltratti, Andrea
- In:
Journal of empirical finance
11
(
2004
)
5
,
pp. 629-658
Persistent link: https://www.econbiz.de/10002260298
Saved in:
3
Central bank interventions and jumps in double long memory models of daily exchange rates
Beine, Michel
;
Laurent, Sébastien
- In:
Journal of empirical finance
10
(
2003
)
5
,
pp. 641-660
Persistent link: https://www.econbiz.de/10001806977
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