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~institution:"Center for Financial Studies"
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STAR GARCH
2
nonlinearities
2
technical and fundamental trading
2
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Free
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2
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English
1
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Reitz, Stefan
2
Westerhoff, Frank
2
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Center for Financial Studies
Department of Economics and Finance, College of Business and Economics
13
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
13
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
11
Institute of Economic Research, Kyoto University
11
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
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HAL
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Erasmus University Rotterdam, Econometric Institute
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Zentrum für Europäische Wirtschaftsforschung (ZEW)
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Asian Development Bank
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Deutsche Bundesbank
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Industrial Relations Section, Department of Economics
3
School of Economics and Management, University of Aarhus
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Tinbergen Instituut
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University of Bonn, Germany
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Agricultural and Applied Economics Association - AAEA
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Banco Central do Brasil
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
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EconWPA
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European Central Bank
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Federal Reserve Bank of Dallas
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Frankfurt School of Finance & Management
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Frankfurt School of Finance and Management
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Institut für Finanzwissenschaft, Fakultät für Volkswirtschaft und Statistik
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Institut für Strategie und Unternehmensökonomik (ISU), Wirtschaftswissenschaftliche Fakutät
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Institut für Weltwirtschaft
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Institute for the Study of Labor (IZA)
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Laboratoire d'Économie de Dijon (LEDI), Université de Bourgogne
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Mathematica Policy Research
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School of Economics, University of Edinburgh
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Society for Computational Economics - SCE
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Türkiye Cumhuriyet Merkez Bankası
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Australian National University / Research School of Pacific and Asian Studies / Economics Division
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Banco de la Republica de Colombia
1
Bernard Schwartz Center for Economic Policy Analysis (SCEPA), The New School
1
CER-ETH Center of Economic Research, Department of Management, Technology and Economics (D-MTEC)
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CESifo
1
Centre for Health Economics, Department of Economics and Related Studies
1
Centre of Excellence for Science and Innovation Studies, Kungliga Tekniska Högskolan (KTH)
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Centrum för arbetsmarknadspolitisk forkskning (CAFO), Ekonomihögskolan
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CFS Working Paper Series
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RePEc
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Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists
Reitz, Stefan
;
Westerhoff, Frank
-
Center for Financial Studies
-
2003
analysis. Estimation of a
STAR
GARCH model shows that the more the exchange rate deviates from its fundamental value, the more …
Persistent link: https://www.econbiz.de/10010958752
Saved in:
2
Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists
Reitz, Stefan
;
Westerhoff, Frank
-
Center for Financial Studies
-
2003
analysis. Estimation of a
STAR
GARCH model shows that the more the exchange rate deviates from its fundamental value, the more …
Persistent link: https://www.econbiz.de/10005600443
Saved in:
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