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~institution:"Unité Mixte de Recherche Théorie Economique, Modélisation et Applications"
~subject:"ARCH model"
~subject:"Exchange rate"
~subject:"Time series analysis"
~type_genre:"Graue Literatur"
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ARCH model
Exchange rate
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Volatility
3
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3
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2
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2
1990-2001
1
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Lardic, Sandrine
2
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2
Beine, Michel
1
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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
5
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Federal Reserve Bank of St. Louis
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2
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1
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1
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1
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The impact of Central Bank intervention on exchange-rate forecast heterogeneity
Beine, Michel
;
Bénassy-Quéré, Agnès
;
Dauchy, Estelle
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724087
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2
Term premium and long-range dependence in volatility : a FIGARACH-M estimation on some Asian countries
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724115
Saved in:
3
Modeling long-range dependence in European time-varying term premia
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724122
Saved in:
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