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~institution:"Gottfried Wilhelm Leibniz Universität Hannover"
~subject:"ARCH model"
~subject:"Exchange rate"
~subject:"Risk"
~subject:"Time series analysis"
~type_genre:"Graue Literatur"
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ARCH model
Exchange rate
Risk
Time series analysis
Forecasting model
5
Prognoseverfahren
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Volatility
5
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5
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3
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3
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Prokopczuk, Marcel
3
Dierkes, Maik
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Sibbertsen, Philipp
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Becker, Janis
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Hassler, Uwe
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Leschinski, Christian Hendrik
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Gottfried Wilhelm Leibniz Universität Hannover
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
15
Ekonomiska forskningsinstitutet <Stockholm>
8
Rodney L. White Center for Financial Research
6
Centre for Analytical Finance <Århus>
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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European University Institute / Department of Economics
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Federal Reserve Bank of St. Louis
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Instituto Valenciano de Investigaciones Económicas
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The Wharton Financial Institutions Center
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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William Davidson Institute <Ann Arbor, Mich.>
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School of Economics and Finance <Brisbane>
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Volatility and systematic risks in financial markets
Würsig, Christoph Matthias
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2022
Persistent link: https://www.econbiz.de/10013256100
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2
Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno
-
2018
Persistent link: https://www.econbiz.de/10012173996
Saved in:
3
Essays on financial time series with a focus on high-frequency data
Becker, Janis
-
2020
Persistent link: https://www.econbiz.de/10012225306
Saved in:
4
Essays on long memory time series
Leschinski, Christian Hendrik
-
2016
Persistent link: https://www.econbiz.de/10011559565
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