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subject:"Großbritannien"
subject:"Wechselkurs"
~isPartOf:"Financial Institutions Center"
~person:"Baillie, Richard"
~person:"Diebold, Francis X."
~person:"Pittis, Nikitas"
~subject:"Devisenmarkt"
~subject:"Japan"
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Estimation theory
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Baillie, Richard
Diebold, Francis X.
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Range-based estimation of stochastic volatility models or exchange rate dynamics are more interesting than you think
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
-
2000
Persistent link: https://www.econbiz.de/10001477772
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Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.
;
Hahn, Jinyong
;
Tay, Anthony S. A.
-
1999
Persistent link: https://www.econbiz.de/10001426216
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