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subject:"Purchasing power parity"
subject:"Wechselkurs"
~isPartOf:"International journal of forecasting"
~isPartOf:"International journal of monetary economics and finance"
~person:"Hsing, Yu"
~person:"McAleer, Michael"
~person:"Onour, Ibrahim A."
~subject:"ARCH model"
~subject:"Fiscal policy"
~subject:"Geldnachfrage"
~subject:"Volatilität"
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Purchasing power parity
Wechselkurs
ARCH model
Fiscal policy
Geldnachfrage
Volatilität
Estimation
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Schätzung
4
Volatility
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ARCH-Modell
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Hsing, Yu
McAleer, Michael
Onour, Ibrahim A.
Gerlach, Richard
2
Huber, Florian
2
Klein, Tony
2
Lucas, André
2
Ahmed, Shamim
1
Anwar Hasan Abdullah Othman
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Asai, Manabu
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1
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International journal of forecasting
International journal of monetary economics and finance
Econometric Institute research papers
23
Working paper
15
Discussion paper / Tinbergen Institute
11
Econometric reviews
4
Journal of econometrics
3
Applied economics letters
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1
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
2
Determinants of the CNY/USD exchange rate : a simultaneous-equation model
Hsing, Yu
- In:
International journal of monetary economics and finance
8
(
2015
)
3
,
pp. 274-281
Persistent link: https://www.econbiz.de/10011502648
Saved in:
3
North Africa stock markets : analysis of long memory and persistence of shocks
Onour, Ibrahim A.
- In:
International journal of monetary economics and finance
3
(
2010
)
2
,
pp. 101-111
Persistent link: https://www.econbiz.de/10003972063
Saved in:
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