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~isPartOf:"Operations research letters"
~isPartOf:"Tinbergen Institute Discussion Papers"
~source:"repec"
~subject:"Bayesian decision making"
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Daily Exchange Rate Behaviour and Hedging of Currency Risk
Bos, Charles S.
;
Mahieu, Ronald J.
;
Dijk, Herman K. van
-
Tinbergen Institute
-
2001
methods. The effects of several model characteristics (unit roots,
GARCH
, stochastic volatility, heavy tailed disturbance …
Persistent link: https://www.econbiz.de/10005137067
Saved in:
2
Daily Exchange Rate Behaviour and Hedging of Currency Risk
Bos, Charles S.
;
Mahieu, Ronald J.
;
Dijk, Herman K. van
-
Tinbergen Institute
-
1999
Carlo methods. The effects of several model characteristics (unit roots,
GARCH
, stochastic volatility, heavy tailed …
Persistent link: https://www.econbiz.de/10005137117
Saved in:
3
Daily Exchange Rate Behaviour and Hedging of Currency Risk
Bos, Charles S.
;
Mahieu, Ronald J.
;
Dijk, Herman K. van
-
Tinbergen Instituut
-
2001
ofseveral modelcharacteristics (unit roots,
GARCH
, stochastic volatility, heavy taileddisturbance densities) areinvestigated in …
Persistent link: https://www.econbiz.de/10011256653
Saved in:
4
Daily Exchange Rate Behaviour and Hedging of Currency Risk
Bos, Charles S.
;
Mahieu, Ronald J.
;
Dijk, Herman K. van
-
Tinbergen Instituut
-
1999
. The effects of several model characteristics(unit roots,
GARCH
, stochastic volatility, heavy tailed disturbancedensities …
Persistent link: https://www.econbiz.de/10011257188
Saved in:
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