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subject:"Volatility"
~isPartOf:"Working paper"
~person:"Belke, Ansgar"
~person:"Neely, Christopher J."
~subject:"Schätzung"
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Volatility
Schätzung
Estimation
14
Exchange rate
6
Volatilität
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3
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Belke, Ansgar
Neely, Christopher J.
McAleer, Michael
26
Mumtaz, Haroon
23
Kapetanios, George
18
Chang, Chia-Lin
14
Fontagné, Lionel
11
Owyang, Michael T.
11
Winkelmann, Rainer
11
Mignon, Valérie
9
Theodoridis, Konstantinos
9
Belzil, Christian
8
Bénassy-Quéré, Agnès
8
Manera, Matteo
8
Zweifel, Peter
8
Karanassou, Marika
7
Österholm, Pär
7
Coughlin, Cletus Charles
6
Engsted, Tom
6
Nielsen, Helena Skyt
6
Sahn, David E.
6
Sala, Hector
6
Thornton, Daniel L.
6
Ajevskis, Viktors
5
Chortareas, Georgios E.
5
Coulibaly, Dramane
5
Escribano, Álvaro
5
Guo, Hui
5
Honoré, Peter
5
Lahrèche-Révil, Amina
5
Mayer, Thierry
5
McCracken, Michael W.
5
Nyholm, Ken
5
Poncet, Sandra
5
Theophilopoulou, Angeliki
5
Toubal, Farid
5
Białkowski, Je̜drzej
4
Christl, Michael
4
Clark, Andrew E.
4
Cohen, Jeffrey P.
4
Coudert, Virginie
4
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The world economy : the leading journal on international economic relations
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2
Aktuelle Entwicklungen im Finanzdienstleistungsbereich : 3. Liechtensteinisches Finanzdienstleistungs-Symposium an der Fachhochschule Liechtenstein ; mit 50 Tabellen
1
Arbeitspapier / Institut für Volkswirtschaftslehre, Sozial- und Wirtschaftswissenschaftliche Fakultät, Johannes-Kepler-Universität, Linz,
1
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ECONIS (ZBW)
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1
Systemic tail risk: high-frequency measurement, evidence and implications
Erdemlioglu, Deniz
;
Neely, Christopher J.
;
Yang, Xiye
-
2023
Persistent link: https://www.econbiz.de/10014320683
Saved in:
2
Which continuous-time model is most appropriate for exchange rates?/ Deniz Erdemlioglu; S´ebastien Laurent; Christopher J. Neely
Erdemlioglu, Deniz
;
Laurent, S´ebastien
;
Neely, …
-
2013
Persistent link: https://www.econbiz.de/10009791133
Saved in:
3
Econometric modeling of exchange rate volatility and jumps
Erdemlioglu, Deniz
;
Laurent, Sébastien
;
Neely, …
-
2012
Persistent link: https://www.econbiz.de/10009522869
Saved in:
4
Systematic cojumps, market component portfolios and scheduled macroeconomic announcements
Kam Fong Chan
;
Bowman, Robert G.
;
Neely, Christopher J.
-
2017
-
This version: April 2017
Persistent link: https://www.econbiz.de/10011691468
Saved in:
5
Out-of-sample equity premium prediction : economic fundamentals vs. moving-average rules
Neely, Christopher J.
;
Rapach, David E.
;
Tu, Jun
;
Zhou, …
-
2010
Persistent link: https://www.econbiz.de/10008651185
Saved in:
6
Is inflation an international phenomenon?
Neely, Christopher J.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003741458
Saved in:
7
Central bank intervention and exchange rate volatility, its continuous and jump components
Beine, Michel
;
Lahaye, Jérôme
;
Laurent, Sébastien
; …
-
2007
-
Rev.
Persistent link: https://www.econbiz.de/10003740039
Saved in:
8
The adaptive markets hypothesis : evidence from the foreign exchange market
Neely, Christopher J.
(
contributor
); …
-
2007
-
Rev.
Persistent link: https://www.econbiz.de/10003740122
Saved in:
9
Are monetary rules and reforms complements or substitutes? : A panel analysis for the world versus OECD countries
Belke, Ansgar
;
Herz, Bernhard
;
Vogel, Lukas
-
2006
Persistent link: https://www.econbiz.de/10003350030
Saved in:
10
Are monetary rules and reforms complements or substitutes? : A panel analysis for the world versus OECD countries
Belke, Ansgar
(
contributor
);
Herz, Bernhard
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003410689
Saved in:
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