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~person:"Kähler, Jürgen"
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ECONIS (ZBW)
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Forecasting volatility and option pricing for exchange rate dynamics : a comparison of models
Kähler, Jürgen
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1993
Persistent link: https://www.econbiz.de/10014378268
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2
Markov-switching models for exchange-rate dynamics and the pricing of foreign-currency options
Kähler, Jürgen
;
Marnet, Volker
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1993
Persistent link: https://www.econbiz.de/10013427891
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3
On the modelling of speculative prices by stable Paretian distributions and regularly varying tails
Kähler, Jürgen
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1993
Persistent link: https://www.econbiz.de/10013427965
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4
Modelling and forecasting exchange-rate volatility with ARCH-type models
Kähler, Jürgen
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1991
Persistent link: https://www.econbiz.de/10013427855
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