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subject:"Exchange rate"
subject:"Germany"
~person:"Franses, Philip Hans"
~person:"Hassapis, Christis"
~type_genre:"Aufsatz in Zeitschrift"
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Franses, Philip Hans
Hassapis, Christis
Lütkepohl, Helmut
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5
Winkelmann, Rainer
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Wolters, Jürgen
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Caporale, Guglielmo Maria
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Economic modelling
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
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ECONIS (ZBW)
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Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo Maria
- In:
Journal of policy modeling : JPMOD ; a social science …
20
(
1998
)
5
,
pp. 581-601
Persistent link: https://www.econbiz.de/10001246740
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2
Unit roots and long-run causality : investigating the relationship between output, money and interest rates
Caporale, Guglielmo Maria
- In:
Economic modelling
15
(
1998
)
1
,
pp. 91-112
Persistent link: https://www.econbiz.de/10001247848
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3
Outlier detection in cointegration analysis
Franses, Philip Hans
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 459-468
Persistent link: https://www.econbiz.de/10001251800
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4
On periodic correlations between estimated seasonal and nonseasonal components in German and US unemployment
Ooms, Marius
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
4
,
pp. 470-481
Persistent link: https://www.econbiz.de/10001227093
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