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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:"Wechselkurs"
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Geldpolitik
Wechselkurs
ARCH model
2
ARCH-Modell
2
Estimation
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Exchange rate
2
Forecasting model
2
Markov chain
2
Markov-Kette
2
Prognoseverfahren
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Schätzung
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Volatility
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Volatilität
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1978-1997
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US dollar
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Klaassen, Franc
Beckmann, Joscha
2
Gulley, Orrin David
2
Jiang, Christine X.
2
Kouretas, Georgios P.
2
Phylaktis, Kate
2
Ramchander, Sanjay
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Simpson, Marc W.
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Sultan, Jahangir
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Ahrens, Steffen
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Andersson, Fredrik N. G.
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Antonakakis, Nikolaos
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Aragón, Edilean Kleber da Silva Bejarano
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Argaç, Reha
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Arghyrou, Michael Georgiou
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Bauwens, Luc
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Bhanja, Niyati
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Bhatt, Vipul
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Bissoondoyal-Bheenick, Emawtee
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Caporale, Guglielmo Maria
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Carcel, Hector
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Castro, Francisco de
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Applied financial economics
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Discussion paper / Tinbergen Institute
2
CentER dissertation series / Center for Economic Research, Tilburg University : CDS
1
Discussion paper / Center for Economic Research, Tilburg University
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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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2
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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