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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Centre for Quantitative Economics & Computing"
~subject:"Time series analysis"
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Time series analysis
Volatility
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Centre for Analytical Finance <Århus>
Centre for Quantitative Economics & Computing
National Bureau of Economic Research
11
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Gottfried Wilhelm Leibniz Universität Hannover
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Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
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Springer Fachmedien Wiesbaden
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Springer International Publishing
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University of California, San Diego / Department of Economics
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Westfälische Wilhelms-Universität Münster
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William Davidson Institute <Ann Arbor, Mich.>
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Zentrum für Europäische Wirtschaftsforschung
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Discussion papers in quantitative economics and computing / E
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ECONIS (ZBW)
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Time series modelling of daily log-price ranges for SF/USD and USD/GBP
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719176
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2
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
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3
Linear and nonlinear (non-)forecastability of high frequency exchange rates
Brooks, Chris
-
1996
Persistent link: https://www.econbiz.de/10000944084
Saved in:
4
A comparison of volatility models : does anything beat a GARCH(1,1)?
Hansen, Peter Reinhard
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563856
Saved in:
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