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~person:"Mahieu, Ronald J."
~subject:"EU countries"
~subject:"Estimation"
~subject:"Time series analysis"
~subject:"Volatility"
~type:"article"
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Mahieu, Ronald J.
MacDonald, Ronald
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McKinnon, Ronald I.
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Han, Young Wook
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Gil-Alaña, Luis A.
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5
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Econometric reviews
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Journal of international money and finance
1
[Workshop on Developments in Exchange Rate Modelling]
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A range-based multivariate stochastic volatility model for exchange rates
Tims, Ben
;
Mahieu, Ronald J.
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 409-424
Persistent link: https://www.econbiz.de/10003355802
Saved in:
2
Price discovery in the foreign exchange market : an empirical analysis of the yen/dmark rate
Jong, Frank de
- In:
Journal of international money and finance
17
(
1998
)
1
,
pp. 5-27
Persistent link: https://www.econbiz.de/10001338374
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