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institution:"Centre for Analytical Finance <Århus>"
subject:"Wechselkurs"
~institution:"Christian-Albrechts-Universität zu Kiel / Institut für Agrarökonomie"
~institution:"Federal Reserve System / Board of Governors"
~subject:"Volatilität"
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Wechselkurs
Volatilität
Estimation
32
Schätzung
32
Theorie
21
Theory
21
USA
6
United States
6
Interest rate
5
Zins
5
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4
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Brunetti, Celso
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Myhre Lildholdt, Peter
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Centre for Analytical Finance <Århus>
Christian-Albrechts-Universität zu Kiel / Institut für Agrarökonomie
Federal Reserve System / Board of Governors
National Bureau of Economic Research
120
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
18
Institut für Weltwirtschaft
10
University of Canterbury / Dept. of Economics and Finance
6
Ekonomiska forskningsinstitutet <Stockholm>
4
Federal Reserve Bank of St. Louis
4
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Gottfried Wilhelm Leibniz Universität Hannover
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Institute of European Finance <Bangor, Gwynedd>
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Kansantaloustieteen Laitos <Tampere>
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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University of Strathclyde / Department of Economics
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Centre for Quantitative Economics & Computing
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Chambre de commerce et d'industrie de Paris
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European University Institute / Department of Economics
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International Monetary Fund
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Rodney L. White Center for Financial Research
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Türkiye Cumhuriyet Merkez Bankası
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
3
International finance discussion papers
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Agrarökonomische Studien
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ECONIS (ZBW)
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Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
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2
Return-based and range-based (co)viariance estimation : with an application to foreign exchange markets
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724261
Saved in:
3
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
4
Landwirtschaft und Makroökonomie : Abbildung ausgewählter Zusammenhänge mit vektorautoregressiven Modellen
Kuhl, Michaela
-
1998
Persistent link: https://www.econbiz.de/10000673271
Saved in:
5
The reaction of exchange rates and interest rates to news releases
Edison, Hali J.
-
1996
Persistent link: https://www.econbiz.de/10000993831
Saved in:
6
Currency crashes in emerging markets : an empirical treatment
Frankel, Jeffrey A.
;
Rose, Andrew
-
1996
Persistent link: https://www.econbiz.de/10000930629
Saved in:
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