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subject:"Geldpolitik"
~isPartOf:"Applied financial economics"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~person:"Klaassen, Franc"
~subject:"USA"
~subject:"Wechselkurs"
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Geldpolitik
USA
Wechselkurs
ARCH model
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ARCH-Modell
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Estimation
2
Exchange rate
2
Forecasting model
2
Markov chain
2
Markov-Kette
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Prognoseverfahren
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Schätzung
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Volatility
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1978-1997
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Klaassen, Franc
Gil-Alaña, Luis A.
5
Caporale, Guglielmo Maria
4
Gupta, Rangan
4
Madura, Jeff
3
Ramchander, Sanjay
3
Wohar, Mark E.
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Akhigbe, Aigbe O.
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Beard, Thomas Randolph
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Beckmann, Joscha
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Chatrath, Arjun
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Coakley, Jerry
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Hatemi-J, Abdulnasser
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Jiang, Christine X.
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Kanas, Angelos
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Kouretas, Georgios P.
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Larue, Bruno
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Malley, James R.
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Masih, Abdul Mansur M.
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Masih, Rumi
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Millimet, Daniel L.
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Moosa, Imad A.
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Niizeki, Mikiyo Kii
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Phylaktis, Kate
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Simpson, Marc W.
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Snaith, Stuart
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Song, Frank M.
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Sultan, Jahangir
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Applied financial economics
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Discussion paper / Center for Economic Research, Tilburg University
2
Discussion paper / Tinbergen Institute
2
CentER dissertation series / Center for Economic Research, Tilburg University : CDS
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ECONIS (ZBW)
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Improving GARCH volatility forecasts with regime-switching GARCH
Klaassen, Franc
- In:
Empirical economics : a journal of the Institute for …
27
(
2002
)
2
,
pp. 363-394
Persistent link: https://www.econbiz.de/10001655657
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Improving GARCH volatility forecasts with regime-switching GARCH
Klaassen, Franc
- In:
Empirical economics : a journal of the Institute for …
27
(
2002
)
2
,
pp. 363-394
Persistent link: https://www.econbiz.de/10001655658
Saved in:
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