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Wechselkurse, Unsicherheit und...
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Wechselkurs
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Engel, Charles
72
MacDonald, Ronald
59
De Grauwe, Paul
58
Edwards, Sebastian
56
Obstfeld, Maurice
56
Corsetti, Giancarlo
54
Taylor, Mark P.
53
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48
Frankel, Jeffrey A.
48
Rose, Andrew
47
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44
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40
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40
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37
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35
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33
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32
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31
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29
Aizenman, Joshua
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27
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27
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26
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25
Broll, Udo
25
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25
Reitz, Stefan
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24
Rogoff, Kenneth S.
24
Beckmann, Joscha
22
Kehoe, Patrick J.
22
Bollerslev, Tim
21
Frenkel, Jacob A.
21
Giovannini, Alberto
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Hsing, Yu
21
Lai, Ching-chong
21
Marston, Richard C.
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Rodney L. White Center for Financial Research
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NBER working paper series
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Journal of international money and finance
234
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190
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107
Journal of international economics
103
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Economics letters
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60
Open economies review
56
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49
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Applied economics letters
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CESifo working papers
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European economic review : EER
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Finance research letters
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Journal of econometrics
32
The North American journal of economics and finance : a journal of financial economics studies
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Computational economics
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International economic journal
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Journal of empirical finance
29
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29
International journal of economics and financial issues : IJEFI
28
Journal of economic dynamics & control
28
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
28
The European journal of finance
27
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ECONIS (ZBW)
9,339
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1
Fraktale, Long Memory und Aktienkurse : eine statistische Analyse für den deutschen Aktienmarkt
Barth, Wolfgang
-
1996
Persistent link: https://www.econbiz.de/10000930705
Saved in:
2
Semiparametric estimation of long-memory volatility dependencies : the role of high-frequency data
Bollerslev, Tim
;
Wright, Jonathan H.
- In:
Journal of econometrics
98
(
2000
)
1
,
pp. 81-106
Persistent link: https://www.econbiz.de/10001497682
Saved in:
3
Structural models of exchange rate determination
Najand, Mohammad
;
Bond, Charlotte
- In:
Journal of multinational financial management
10
(
2000
)
1
,
pp. 15-27
Persistent link: https://www.econbiz.de/10001481099
Saved in:
4
Autoregressive moving average models with t and hyperbolic innovations
Polasek, Wolfgang
;
Pai, Jeffrey
-
1998
Persistent link: https://www.econbiz.de/10001372542
Saved in:
5
SEMIFAR forecasts, with applications to foreign exchange rates
Beran, Jan
;
Ocker, Dirk
-
1999
Persistent link: https://www.econbiz.de/10001387125
Saved in:
6
Can cointegration-based forecasting outperform univariate models? : An application to Asian exchange rates
MacCrae, Michael
;
Lin, Yan-xia
;
Pavlik, Daniel
;
Gulati, …
- In:
Journal of forecasting
21
(
2002
)
5
,
pp. 355-380
Persistent link: https://www.econbiz.de/10001688512
Saved in:
7
Long memory in the R$, US$ exchange rate : a robust analysis
Laurini, Márcio Poletti
;
Portugal, Marcelo Savino
- In:
Brazilian review of econometrics : the review of the …
24
(
2004
)
1
,
pp. 109-147
Persistent link: https://www.econbiz.de/10003116247
Saved in:
8
Forecasting currency volatility : a comparison of implied volatilities and AR(FI)MA models
Pong, Shiuyan
;
Shackleton, Mark B.
;
Taylor, Stephen
; …
- In:
Journal of banking & finance
28
(
2004
)
10
,
pp. 2541-2563
Persistent link: https://www.econbiz.de/10002233147
Saved in:
9
Long memory, spurious memory : persistence in range-based volatility of exchange rates
Afzal, Alia
;
Sibbertsen, Philipp
- In:
Open economies review
34
(
2023
)
4
,
pp. 789-811
Persistent link: https://www.econbiz.de/10014383572
Saved in:
10
Vagaries of the Euro : an introduction to ARIMA modeling
Weisang, Guillaume
;
Awazu, Yukika
- In:
Case studies in business, industry and government …
2
(
2008/2009
)
1
,
pp. 45-55
Persistent link: https://www.econbiz.de/10003966954
Saved in:
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