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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"ARCH model"
~subject:"Germany"
~subject:"Theory"
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ARCH model
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Exchange rate
42
Wechselkurs
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26
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26
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23
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Cheung, Yin-Wong
3
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2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of international money and finance
354
NBER working paper series
324
NBER Working Paper
297
Working paper / National Bureau of Economic Research, Inc.
297
Discussion paper / Centre for Economic Policy Research
191
Journal of international economics
147
IMF working paper
145
IMF working papers
129
Applied economics
107
Economics letters
106
Open economies review
103
Economic modelling
88
Europäische Hochschulschriften / 5
77
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74
International review of economics & finance : IREF
73
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62
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62
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61
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61
International journal of finance & economics : IJFE
61
Journal of international financial markets, institutions & money
61
Review of international economics
59
Applied financial economics
57
CESifo working papers
56
International economic journal
56
Discussion paper / Tinbergen Institute
50
Journal of monetary economics
50
Journal of money, credit and banking : JMCB
49
Discussion paper
43
The North American journal of economics and finance : a journal of financial economics studies
37
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
37
Journal of empirical finance
36
International journal of forecasting
35
Journal of economic dynamics & control
35
Discussion papers / CEPR
34
The American economic review
33
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
Journal of applied econometrics
32
Journal of forecasting
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ECONIS (ZBW)
37
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1
A Bayesian Markov-switching correlation model for contagion analysis on exchange rate markets
Casarin, Roberto
;
Sartore, Domenico
;
Tronzano, Marco
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 101-114
Persistent link: https://www.econbiz.de/10011894407
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2
Buffered autoregressive models with conditional heteroscedasticity : an application to exchange rates
Zhu, Ke
;
Li, Wai Keung
;
Yu, Philip L. H.
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
4
,
pp. 528-542
Persistent link: https://www.econbiz.de/10011893733
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3
A new Pearson-type QMLE for conditionally heteroscedastic models
Zhu, Ke
;
Li, Wai Keung
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
4
,
pp. 552-565
Persistent link: https://www.econbiz.de/10011403239
Saved in:
4
Principal volatility component analysis
Hu, Yu-Pin
;
Tsay, Ruey S.
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
2
,
pp. 153-177
Persistent link: https://www.econbiz.de/10010410764
Saved in:
5
Exchange rates and Markov switching dynamics
Cheung, Yin-Wong
;
Erlandsson, Ulf G.
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
3
,
pp. 314-320
Persistent link: https://www.econbiz.de/10003012970
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6
True or spurious long memory? : a new test
Ohanissian, Arek
;
Russell, Jeffrey R.
;
Tsay, Ruey S.
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
2
,
pp. 161-175
Persistent link: https://www.econbiz.de/10003675667
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7
Long swings in exchange rates : are they really in the data?
Klaassen, Franc
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
1
,
pp. 87-95
Persistent link: https://www.econbiz.de/10002583998
Saved in:
8
Panel stationarity tests for purchasing power parity with cross-sectional dependence
Harris, David
;
Leybourne, Stephen James
;
McCabe, …
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
4
,
pp. 395-409
Persistent link: https://www.econbiz.de/10003193432
Saved in:
9
Moment and memory properties of linear conditional heteroscedasticity models, and a new model
Davidson, James E. H.
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
1
,
pp. 16-29
Persistent link: https://www.econbiz.de/10001891395
Saved in:
10
A multivariate generalized autoregressive conditional heteroscedasticity model with time-varying correlations
Tse, Yiu Kuen
;
Tsui, Albert K.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 351-362
Persistent link: https://www.econbiz.de/10001695276
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