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~language:"eng"
~language:"hun"
~person:"Gil-Alaña, Luis A."
~subject:"Arbeitsmarkt"
~subject:"Exchange rate"
~subject:"Liquiditätseffekt"
~subject:"United States"
~type_genre:"Arbeitspapier"
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Gil-Alaña, Luis A.
McAleer, Michael
48
Caporale, Guglielmo Maria
24
Chang, Chia-Lin
24
Belke, Ansgar
21
Haltiwanger, John C.
21
Asai, Manabu
16
Davis, Steven J.
16
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16
Kočenda, Evžen
16
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15
Bollerslev, Tim
15
Diebold, Francis X.
15
Spagnolo, Nicola
14
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13
Fujita, Shigeru
13
McEntarfer, Erika
13
Ours, Jan C. van
13
Guerrón-Quintana, Pablo A.
12
Huber, Florian
12
Pierdzioch, Christian
12
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11
Merkl, Christian
11
Neely, Christopher J.
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Rens, Thijs van
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10
Fernández-Villaverde, Jesús
10
Lanne, Markku
10
Lettau, Martin
10
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10
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9
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ECONIS (ZBW)
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1
Long memory and fractional integration in high frequency data on the US dollar British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731952
Saved in:
2
Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
. -- High frequency data ; long memory ;
volatility
persistence ; structural breaks …
Persistent link: https://www.econbiz.de/10009735715
Saved in:
3
Long memory and fractional integration in high frequency data on the US Dollar
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
. -- high frequency data ; long memory ;
volatility
persistence ; structural breaks …
Persistent link: https://www.econbiz.de/10009736739
Saved in:
4
Long memory and
volatility
dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
particularly interested in
volatility
modelling and forecasting given their importance for FOREX dealers. Compared with previous … ;
volatility
…
Persistent link: https://www.econbiz.de/10003931070
Saved in:
5
Long memory and fractional integration in high frequency financial time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
data ; long memory ;
volatility
persistence ; structural breaks …
Persistent link: https://www.econbiz.de/10003974563
Saved in:
6
Long memory and fractional integration in high frequency financial time series
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003979849
Saved in:
7
Long memory and
volatility
dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003963286
Saved in:
8
Persistence in US interest rates : is it stable over time?
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003739798
Saved in:
9
Salient features of dependence in daily US stock market indices
Gil-Alaña, Luis A.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003593666
Saved in:
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