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~isPartOf:"European financial management : the journal of the European Financial Management Association"
~isPartOf:"Journal of empirical finance"
~subject:"1986-1996"
~subject:"Deutschland"
~subject:"Exchange rate policy"
~subject:"Wechselkurspolitik"
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Search: subject_exact:"Autoregressive integrated moving average"
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1986-1996
Deutschland
Exchange rate policy
Wechselkurspolitik
ARMA model
6
ARMA-Modell
6
Estimation theory
2
Germany
2
Schätztheorie
2
Time series analysis
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USA
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Beine, Michel
1
Beltratti, Andrea
1
Fabozzi, Frank J.
1
Laurent, Sébastien
1
Morana, Claudio
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Račev, Svetlozar T.
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Sun, Wei
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European financial management : the journal of the European Financial Management Association
Journal of empirical finance
Applied economics
2
Applied financial economics
2
Journal of international financial markets, institutions & money
2
WIFO working papers
2
Advances in Pacific Basin financial markets
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Advances in macroeconometric modeling : papers and proceedings of the 4th IWH Workshop in Macroeconometrics
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Amfiteatru economic : an economic and business research periodical
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Arbeitspapier / Institut für Statistik und Ökonometrie
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CORE discussion paper : DP
1
CoFE discussion papers
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
1
Diskussionspapier / Volkswirtschaftliche Forschungsgruppe der Deutschen Bundesbank
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Documentos de trabajo / Banco de España, Servicio de Estudios
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Dresdner Beiträge zur Volkswirtschaftslehre
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Economie & prévision : EP
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Economies et sociétés ; 39,1
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Empirische Wirtschaftsforschung : Methoden und Anwendungen ; Wirtschaftswissenschaftliches Seminar Ottobeuren
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International journal of financial engineering and risk management
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International journal of forecasting
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International journal of theoretical and applied finance
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Journal of applied econometrics
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Journal of multinational financial management
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Kölner Studien : wirtschafts- und sozialwissenschaftliche Untersuchungen der Universität zu Köln
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Regional studies
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Research memorandum / METEOR
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Schriftenreihe Innovative betriebswirtschaftliche Forschung und Praxis
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The world economy : the leading journal on international economic relations
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Volkswirtschaftliche Diskussionsbeiträge
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A new approach for using Lévy processes for determining high-frequency value-at-risk predictions
Sun, Wei
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
European financial management : the journal of the …
15
(
2009
)
2
,
pp. 340-361
Persistent link: https://www.econbiz.de/10003824799
Saved in:
2
Structural change and long-range dependence in volatility of exchange rates : either, neither or both?
Morana, Claudio
;
Beltratti, Andrea
- In:
Journal of empirical finance
11
(
2004
)
5
,
pp. 629-658
Persistent link: https://www.econbiz.de/10002260298
Saved in:
3
Central bank interventions and jumps in double long memory models of daily exchange rates
Beine, Michel
;
Laurent, Sébastien
- In:
Journal of empirical finance
10
(
2003
)
5
,
pp. 641-660
Persistent link: https://www.econbiz.de/10001806977
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