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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Exchange rate"
~subject:"Heteroskedastizität"
~subject:"Volatilität"
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Search: subject_exact:"Cyclical component"
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Exchange rate
Heteroskedastizität
Volatilität
Time series analysis
12
Zeitreihenanalyse
12
Theorie
6
Theory
6
ARCH model
5
ARCH-Modell
5
Volatility
3
Estimation
2
Heteroscedasticity
2
Option pricing theory
2
Optionspreistheorie
2
Pfund Sterling
2
Pound Sterling
2
Schätzung
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Stochastic process
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Stochastischer Prozess
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US dollar
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USA
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United States
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1999-2000
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Estimation theory
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Großbritannien
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Macroeconomics
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Makroökonomik
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Martingal
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Prognoseverfahren
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English
4
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Brunetti, Celso
1
Christiansen, Charlotte
1
Hansen, Peter Reinhard
1
Koulikov, Dmitri
1
Lunde, Asger
1
Myhre Lildholt, Peter
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
13
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
Ekonomiska forskningsinstitutet <Stockholm>
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Centre for Growth and Business Cycle Research <Manchester>
4
Centre for Quantitative Economics & Computing
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Aarhus Universitet / Afdeling for Nationaløkonomi
2
Christian-Albrechts-Universität zu Kiel
2
Econometrisch Instituut <Rotterdam>
2
European University Institute / Department of Economics
2
European University Institute / Department of Law
2
School of Economics and Finance <Brisbane>
2
Umeå universitet
2
University of Strathclyde / Department of Economics
2
Universität Basel / Institut für Statistik und Ökonometrie
2
Université de Montréal / Département de sciences économiques
2
William Davidson Institute <Ann Arbor, Mich.>
2
Bundesanstalt für Geowissenschaften und Rohstoffe
1
Business Information Centre <Toronto>
1
CFA Institute <Charlottesville, Va.>
1
Center for Economic Research <Tilburg>
1
Chambre de commerce et d'industrie de Paris
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Federal Reserve Bank of New York
1
Hamburgisches WeltWirtschaftsInstitut
1
Institut for Finansiering <Frederiksberg>
1
Institute of Finance and Accounting <London>
1
Instituto Valenciano de Investigaciones Económicas
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Internationaler Währungsfonds / Asia and Pacific Department
1
Internationaler Währungsfonds / Western Hemisphere Department
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
London School of Economics and Political Science
1
Rodney L. White Center for Financial Research
1
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
1
Springer Fachmedien Wiesbaden
1
Springer International Publishing
1
Suntory and Toyota International Centres for Economics and Related Disciplines
1
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
4
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ECONIS (ZBW)
4
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Modeling sequences of long memory non-negative covariance stationary random variables
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793903
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2
Time series modelling of daily log-price ranges for SF/USD and USD/GBP
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719176
Saved in:
3
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
4
A comparison of volatility models : does anything beat a GARCH(1,1)?
Hansen, Peter Reinhard
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563856
Saved in:
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