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~subject:"Exchange rate"
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Exchange rate
Theorie
173
Theory
161
Schätzung
153
Estimation
136
ARCH-Modell
99
Volatility
97
Zeitreihenanalyse
94
Volatilität
93
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89
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79
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27
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26
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25
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9
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Herwartz, Helmut
22
Hafner, Christian M.
12
Bernoth, Kerstin
6
Fengler, Matthias R.
4
Dijk, Dick van
3
Munandar, Haris
3
Ben Omrane, Walid
2
Härdle, Wolfgang
2
Reimers, Hans-Eggert
2
Roestel, Jan
2
Trienens, Lasse
2
Bossaerts, Peter L.
1
Cybakov, Aleksandr B.
1
Feldmann, David
1
Fengler, Matthias
1
Hoffmann, M.
1
Lepskii, Oleg V.
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1
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
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Journal of international money and finance
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion papers / Deutsches Institut für Wirtschaftsforschung
3
Discussion papers of interdisciplinary research project 373
3
Applied quantitative finance
2
CORE discussion paper : DP
2
Discussion paper / Tinbergen Institute
2
Applied financial economics
1
Applied quantitative finance : theory and computational tools
1
Contributions to Economics
1
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1
DIW Berlin Discussion Paper
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
International journal of forecasting
1
Review of world economics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
31
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1
Volatility impulse response functions for multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
-
1998
Persistent link: https://www.econbiz.de/10001363211
Saved in:
2
Volatility impulse response functions for multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
-
2001
Persistent link: https://www.econbiz.de/10001640371
Saved in:
3
Volatility impulse responses for multivariate GARCH models : an exchange rate illustration
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of international money and finance
25
(
2006
)
5
,
pp. 719-740
Persistent link: https://www.econbiz.de/10003404968
Saved in:
4
Nonlinear time series analysis with applications to foreign exchange rate volatility : with 29 tables
Hafner, Christian M.
-
1998
Persistent link: https://www.econbiz.de/10000965598
Saved in:
5
Investigating the JPY DEM-rate : arbitrage opportunities and a case for asymmetry
Herwartz, Helmut
- In:
International journal of forecasting
17
(
2001
)
2
,
pp. 231-245
Persistent link: https://www.econbiz.de/10001575595
Saved in:
6
On the (nonlinear) relationship between exchange rate uncertainty and trade : an investigation of US trade figures in the group of seven
Herwartz, Helmut
- In:
Review of world economics
139
(
2003
)
4
,
pp. 650-682
Persistent link: https://www.econbiz.de/10001915170
Saved in:
7
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:
8
A new method for volatility estimation with applications in foreign exchange rate series
Bossaerts, Peter L.
- In:
Finanzmarktanalyse und -prognose mit innovativen …
,
(pp. 71-83)
.
1996
Persistent link: https://www.econbiz.de/10001318071
Saved in:
9
The euro introduction and non-euro currencies
Dijk, Dick van
;
Munandar, Haris
;
Hafner, Christian M.
-
2005
Persistent link: https://www.econbiz.de/10002851741
Saved in:
10
The euro introduction and noneuro currencies
Dijk, Dick van
;
Munandar, Haris
;
Hafner, Christian M.
- In:
Applied financial economics
21
(
2011
)
1/3
,
pp. 95-116
Persistent link: https://www.econbiz.de/10009124660
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