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subject:"Exchange rate"
subject:"Time series analysis"
~isPartOf:"Discussion paper / Tinbergen Institute"
~subject:"Monetary policy"
~subject:"Prognoseverfahren"
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Exchange rate
Time series analysis
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Estimation
425
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125
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125
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67
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Koopman, Siem Jan
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184
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ECONIS (ZBW)
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101
Likelihood-based cointegration analysis in panels of vector error correction models
Groen, Jan J. J.
;
Kleibergen, Frank
-
1999
Persistent link: https://www.econbiz.de/10001412101
Saved in:
102
Daily exchange rate behaviour and hedging of currency risk
Bos, Charles S.
;
Mahieu, Ronald J.
;
Dijk, Herman K. van
-
1999
Persistent link: https://www.econbiz.de/10001412189
Saved in:
103
Value-at-risk and extreme returns
Daníelsson, Jón
;
Vries, Casper G. de
-
1998
Persistent link: https://www.econbiz.de/10000980737
Saved in:
104
Big news in small samples
Schotman, Peter C.
;
Straetmans, Stefan
;
Vries, Casper G. de
-
1997
Persistent link: https://www.econbiz.de/10000968761
Saved in:
105
Long horizon predictability of exchange rates : is it for real?
Groen, Jan J. J.
-
1997
Persistent link: https://www.econbiz.de/10000970357
Saved in:
106
Are entrepreneurs' forecasts of economic indicators biased? : A case study of predicted and realized investments in the Netherlands
Gorter, Cees
(
contributor
)
-
1997
Persistent link: https://www.econbiz.de/10000972453
Saved in:
107
Outlier robust GMM estimation of leverage determinants
Lucas, André
;
Dijk, Ronald van
;
Kloek, Teun
-
1994
Persistent link: https://www.econbiz.de/10000151692
Saved in:
108
Nonstationarity in GARCH models : a Bayesian analysis
Kleibergen, Frank
;
Dijk, Herman K. van
-
1993
Persistent link: https://www.econbiz.de/10000122477
Saved in:
109
GARCH effects on a test of cointegration
Franses, Philip H.
;
Kofman, Paul
;
Moser, James
-
1992
Persistent link: https://www.econbiz.de/10000122460
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