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Exchange rate uncertainty and the microeconomic benefits of EMU

Friberg, Richard; Vredin, Anders - 1996

Persistent link: https://www.econbiz.de/10000950739

Parametric distributional flexibility and conditional variance models with an application to hourly exchange rates

Lye, Jenny N. - 1998

Persistent link: https://www.econbiz.de/10000991823

High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models

Alizadeh, Sassan; Brandt, Michael W.; Kadlec, Gregory B.; … - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002001001

High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models

Alizadeh, Sassan; Brandt, Michael W.; Kadlec, Gregory B.; … - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002004134

A time series model for an exchange rate in a target zone with applications

Lundbergh, Stefan (contributor); … - 2003 - [Elektronische Ressource]

In this paper we introduce a flexible target zone model that is capable of characterizing the dynamic behaviour of an exchange rate implied by the original target zone model of Krugman (1991) and its modifications. Our framework also enables the modeller to estimate an implicit target zone if it...

Persistent link: https://www.econbiz.de/10001786381

Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets

Brandt, Michael W. (contributor); … - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002011289

Modeling and forecasting realized volatility

Anderson, Torben G.; Bollerslev, Tim; Diebold, Francis X.; … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002020013