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~subject:"Volatility"
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Volatility
Australien
100
Australia
99
Theorie
97
Theory
97
Estimation
44
Schätzung
44
Unemployment
33
Business cycle
32
Konjunktur
32
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28
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26
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26
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25
Shock
25
USA
23
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22
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22
Zins
22
Arbeitsmobilität
19
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19
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17
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17
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16
Okun's law
16
Prognoseverfahren
16
Employment
15
Okunsches Gesetz
15
Erwerbstätigkeit
14
Bayes-Statistik
13
Bayesian inference
13
Time series analysis
13
Zeitreihenanalyse
13
Volatilität
12
ARCH model
11
ARCH-Modell
11
Estimation theory
11
Exchange rate
11
Kaufkraftparität
11
Purchasing power parity
11
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12
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Lim, Guay C.
8
Martin, Vance
5
Chua, Chew Lian
3
Martin, Gael M.
3
Suardi, Sandy
3
Charles, Amélie
2
Darné, Olivier
2
McNelis, Paul D.
2
Lye, Jenny N.
1
Olekalns, Nilss
1
Silva, Chamaka de
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Soo Khoon Goh
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Advances in Pacific Basin financial markets
1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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1
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ECONIS (ZBW)
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1
Forecasting large changes in exchange rates
Lim, Guay C.
;
Martin, Vance
- In:
Economic forecasting
,
(pp. 255-276)
.
2000
Persistent link: https://www.econbiz.de/10001515132
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2
The distribution of exchange rate returns and tahe pricing of currency opations
Lim, Guay C.
;
Lye, Jenny N.
;
Martin, Gael M.
;
Martin, Vance
- In:
Journal of international economics
45
(
1998
)
2
,
pp. 351-368
Persistent link: https://www.econbiz.de/10001395805
Saved in:
3
Stock price fluctuations in Australia : the influence of Japanese and US markets
Lim, Guay C.
;
McNelis, Paul D.
-
1996
Persistent link: https://www.econbiz.de/10000931486
Saved in:
4
Stock price fluctuations in Australia : the influence of Japanese and US markets
Lim, Guay C.
- In:
Advances in Pacific Basin financial markets
4
(
1998
),
pp. 71-89
Persistent link: https://www.econbiz.de/10001250675
Saved in:
5
Endogenous jumping and asset price dynamics
Lim, Guay C.
;
Martin, Vance
;
Teo, Leslie E.
- In:
Macroeconomic dynamics
2
(
1998
)
2
,
pp. 213-237
Persistent link: https://www.econbiz.de/10001617645
Saved in:
6
Pricing currency options in tranquil markets : modelling volatility frowns
Lim, Guay C.
;
Martin, Gael M.
;
Martin, Vance
-
2002
Persistent link: https://www.econbiz.de/10001704963
Saved in:
7
Deviations from uncovered interest parity in Malaysia
Soo Khoon Goh
;
Lim, Guay C.
;
Olekalns, Nilss
- In:
Applied financial economics
16
(
2006
)
10
,
pp. 745-759
Persistent link: https://www.econbiz.de/10003334987
Saved in:
8
Pricing currency options in the presence of time-varying volatility and non-normalities
Lim, Guay C.
;
Martin, Gael M.
;
Martin, Vance
- In:
Journal of multinational financial management
16
(
2006
)
3
,
pp. 291-314
Persistent link: https://www.econbiz.de/10003328760
Saved in:
9
Do petrol prices increase faster than they fall in market disequilibria?
Chua, Chew Lian
;
Silva, Chamaka de
;
Suardi, Sandy
-
2016
Persistent link: https://www.econbiz.de/10011514736
Saved in:
10
On the pernicious effects of oil price uncertainty on U.S. real cconomic activities
Charles, Amélie
;
Chua, Chew Lian
;
Darné, Olivier
; …
-
2016
Persistent link: https://www.econbiz.de/10011613241
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