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isPartOf:"The econometrics journal"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~person:"Abdurehman, Abderezak Ali"
~person:"Ahmad, Mumtaz"
~person:"Preminger, Arie"
~person:"Regaieg, Boutheina"
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Search: subject_exact:"ARCH-Modell"
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ARCH model
6
ARCH-Modell
6
Exchange rate
4
Wechselkurs
4
Estimation
3
Estimation theory
3
Schätztheorie
3
Schätzung
3
Theorie
3
Theory
3
Volatility
3
Volatilität
3
Conditional Volatility
2
Currency derivative
2
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2
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ARCH effect
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Dynamic Conditional Correlation-multivariate Generalized Autoregressive Conditional Heteroskedasticity
1
Exchange Rate
1
External balance
1
Forward Premium Anomaly
1
GARCH(1,1)
1
Generalized Autoregressive Conditional Heteroscedasticity
1
Generalized Autoregressive Conditional Heteroskedasticity Model
1
Glosten-Jagannathan-Runkle-Generalized Autoregressive Conditional Heteroscedastic
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Abdurehman, Abderezak Ali
Ahmad, Mumtaz
Preminger, Arie
Regaieg, Boutheina
Balibey, Mesut
2
Bauwens, Luc
2
Dellaportas, P.
2
Dēmos, Antōnēs A.
2
Hafner, Christian M.
2
Hamzaoui, Nessrine
2
Talbi, Mariem
2
Turkyilmaz, Serpil
2
Vrontos, I. D.
2
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2
Abadir, Karim Maher
1
Abaoub, Ezzeddine
1
Abdoh, Hussein A.
1
Afsal, E. M.
1
Ahmed, Farhan
1
Al Saggaf, Majid Ibrahim
1
Al-Zuhd, Tariq A. H.
1
Ali, Abdullahi Osman
1
Amiri, Ashkan
1
Ananzeh, Izz Eddien Naif
1
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1
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1
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1
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1
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1
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1
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1
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1
Brown, Bryan W.
1
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1
Celik, Gulsah Gencer
1
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The econometrics journal
International journal of economics and financial issues : IJEFI
CORE discussion papers : DP
8
Cahiers de recherche / HEC Montréal, Institut d'Economie Appliquée
2
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ECONIS (ZBW)
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1
Exchange rate volatility and trade deficit in Pakistan : a time series analysis
Soharwardi, Mariam Abbas
;
Ahmad, Mumtaz
;
Shafique, …
- In:
International journal of economics and financial issues …
10
(
2020
)
4
,
pp. 215-219
Persistent link: https://www.econbiz.de/10012304131
Saved in:
2
Exploration of the foreign exchange forward premiums and the spot exchange return : a multivariate approach
Hamzaoui, Nessrine
;
Regaieg, Boutheina
- In:
International journal of economics and financial issues …
6
(
2016
)
2
,
pp. 694-702
Persistent link: https://www.econbiz.de/10011697286
Saved in:
3
The relationship between exchange rate and inflation : an empirical study of Turkey
Abdurehman, Abderezak Ali
;
Hacilar, Samet
- In:
International journal of economics and financial issues …
6
(
2016
)
4
,
pp. 1454-1459
Persistent link: https://www.econbiz.de/10011775167
Saved in:
4
The Glosten-Jagannathan-Runkle-Generalized Autoregressive Conditional Heteroscedastic approach to investigating the foreign exchange forward premium volatility
Hamzaoui, Nessrine
;
Regaieg, Boutheina
- In:
International journal of economics and financial issues …
6
(
2016
)
4
,
pp. 1608-1615
Persistent link: https://www.econbiz.de/10011775273
Saved in:
5
Least-squares estimation of GARCH(1,1) models with heavy-tailed errors
Preminger, Arie
;
Storti, Giuseppe
- In:
The econometrics journal
20
(
2017
)
2
,
pp. 221-258
Persistent link: https://www.econbiz.de/10011757387
Saved in:
6
Theory and inference for a Markov switching GARCH model
Bauwens, Luc
;
Preminger, Arie
;
Rombouts, Jeroen V. K.
- In:
The econometrics journal
13
(
2010
)
2
,
pp. 218-244
Persistent link: https://www.econbiz.de/10003978517
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