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~isPartOf:"Journal of empirical finance"
~subject:"Exchange rate policy"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Exchange rate policy
Zeitreihenanalyse
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Baillie, Richard
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Beine, Michel
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Journal of empirical finance
International journal of forecasting
15
Journal of econometrics
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International Journal of Energy Economics and Policy : IJEEP
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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CBN journal of applied statistics
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Technological forecasting & social change : an international journal
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The North American journal of economics and finance : a journal of financial economics studies
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Amfiteatru economic : an economic and business research periodical
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Asian African journal of economics and econometrics
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Brazilian review of econometrics : the review of the Brazilian Econometric Society
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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The exact discretisation of CARMA models with applications in finance
Thornton, Michael A.
;
Chambers, Marcus J.
- In:
Journal of empirical finance
38
(
2016
),
pp. 739-761
Persistent link: https://www.econbiz.de/10011663785
Saved in:
2
Bandwidth selection by cross-validation for forecasting long memory financial time series
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Journal of empirical finance
29
(
2014
),
pp. 129-143
Persistent link: https://www.econbiz.de/10011300500
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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