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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"CORE discussion papers : DP"
~subject:"ARMA-Modell"
~subject:"Exchange rate"
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ARMA-Modell
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58
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Asia-Pacific financial markets
CORE discussion papers : DP
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1
A simple model for now-casting volatility series
Breitung, Jörg
;
Hafner, Christian M.
-
2015
Persistent link: https://www.econbiz.de/10011581871
Saved in:
2
A simple model for now-casting volatility series
Breitung, Jörg
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010484185
Saved in:
3
Central bank intervention in USD/INR market : estimating its reaction function and impact on volatility
Trivedi, Smita Roy
;
Apte, Prakash Gajanan
- In:
Asia-Pacific financial markets
23
(
2016
)
3
,
pp. 263-279
Persistent link: https://www.econbiz.de/10011619931
Saved in:
4
Exchange rate volatility and the mixture of distribution hypothesis
Bauwens, Luc
(
contributor
);
Rime, Dagfinn
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003292873
Saved in:
5
Temporal aggregation of univariate linear time series models
Silvestrini, Andrea
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003292886
Saved in:
6
Mean and volatility dynamics of Indian rupee/US dollar exchange rate series : an empirical investigation
Kar, Rituparna
;
Sarkar, Nityananda
- In:
Asia-Pacific financial markets
13
(
2006
)
1
,
pp. 41-69
Persistent link: https://www.econbiz.de/10003496752
Saved in:
7
Long-memory and heterogeneous in high frequency pacific-basin exchange rate volatility
McMillan, David G.
;
Speight, Alan E. H.
- In:
Asia-Pacific financial markets
12
(
2005
)
3
,
pp. 199-226
Persistent link: https://www.econbiz.de/10003407435
Saved in:
8
Why has Taiwan been immune to the Asian financial crisis?
Chen, Chyong-lin
- In:
Asia-Pacific financial markets
7
(
2000
)
1
,
pp. 45-68
Persistent link: https://www.econbiz.de/10001506574
Saved in:
9
Structural changes in volatility of foreign exchange rates after the Asian financial crisis
Nakatsuma, Teruo
- In:
Asia-Pacific financial markets
7
(
2000
)
1
,
pp. 69-82
Persistent link: https://www.econbiz.de/10001506576
Saved in:
10
Bayesian estimation of ARMA-GARCH model of weekly foreign exchange rates
Nakatsuma, Teruo
;
Tsurumi, Hiroki
- In:
Asia-Pacific financial markets
6
(
1999
)
1
,
pp. 71-84
Persistent link: https://www.econbiz.de/10001506398
Saved in:
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