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institution:"Federal Reserve Bank of St. Louis"
subject:"Share price"
~institution:"Gottfried Wilhelm Leibniz Universität Hannover"
~institution:"Institute of European Finance <Bangor, Gwynedd>"
~person:"Neely, Christopher J."
~subject:"Schätzung"
~subject:"Zeitreihenanalyse"
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Estimation
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1973-1991
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Neely, Christopher J.
Owyang, Michael T.
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Federal Reserve Bank of St. Louis
Gottfried Wilhelm Leibniz Universität Hannover
Institute of European Finance <Bangor, Gwynedd>
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Implied volatility from options on gold futures : do statistical forecasts add value or simply paint the lilly?
Neely, Christopher J.
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001982800
Saved in:
2
Can Markov switching models predict excess foreign exchange returns?
Dueker, Michael
(
contributor
); …
-
2003
-
[Elektronische Ressource], rev.
Persistent link: https://www.econbiz.de/10001964834
Saved in:
3
How well do monetary fundamentals forecast exchange rates?
Neely, Christopher J.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001971215
Saved in:
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