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A Markov-Switching Approach to...
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On the detection of nonlinearity in foreign exchange data
Guarda, Paolo
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Salmon, Mark H.
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1995
Persistent link: https://www.econbiz.de/10000929343
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2
The transmission mechanism in a changing world
Artis, Michael J.
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contributor
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001809062
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Risk-related asymmetries in foreign exchange markets
Gallo, Giampiero M.
;
Pacini, Barbara
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1995
Persistent link: https://www.econbiz.de/10000912459
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Learning within a Markovian environment
Rivas, Javier
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contributor
)
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2008
Persistent link: https://www.econbiz.de/10003651950
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5
Parameter estimation in nonlinear AR-GARCH models
Meitz, Mika
(
contributor
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Saikkonen, Pentti
(
contributor
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-
2008
Persistent link: https://www.econbiz.de/10003724354
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6
Mergers and acquisitions waves in the UK : a Markov-switching approach
Resende, Marcelo
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contributor
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2005
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002876886
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La Pléiade and exchange rate pass-through
Baniak, Andrzej
;
Phlips, Louis
-
1994
Persistent link: https://www.econbiz.de/10000898364
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8
Exchange rate fluctuations, market structure and the pass-through relationship
Herguera, Iñigo
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1993
Persistent link: https://www.econbiz.de/10000865571
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9
A mixture multiplicative error model for realized volatility
Lanne, Markku
(
contributor
)
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2006
Persistent link: https://www.econbiz.de/10003280702
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10
Forecasting realized volatility by decomposition
Lanne, Markku
(
contributor
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2006
Persistent link: https://www.econbiz.de/10003338294
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