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Forecasting model
Volatility
40,185
Volatilität
39,991
Wechselkurs
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Exchange rate
26,330
Südkorea
21,131
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20,794
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7,532
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Japan
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China
4,065
Zeitreihenanalyse
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Wechselkurspolitik
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Stochastischer Prozess
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Optionspreistheorie
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Time series analysis
3,838
Stochastic process
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Option pricing theory
3,832
Exchange rate policy
3,790
Kaufkraftparität
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EU-Staaten
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Gupta, Rangan
111
Ma, Feng
78
Pierdzioch, Christian
51
McAleer, Michael
47
Bollerslev, Tim
45
Zhang, Yaojie
38
Diebold, Francis X.
34
Wang, Yudong
32
Liang, Chao
30
Wei, Yu
29
Lux, Thomas
28
Salisu, Afees A.
27
Christoffersen, Peter F.
26
Sarno, Lucio
26
McMillan, David G.
25
Caporin, Massimiliano
24
Clements, Adam
24
Bouri, Elie
23
Cheung, Yin-Wong
23
Clark, Todd E.
23
Andersen, Torben
21
Chinn, Menzie David
21
Engle, Robert F.
21
Gallo, Giampiero M.
21
MacDonald, Ronald
21
Medeiros, Marcelo C.
21
Wang, Jiqian
21
Asai, Manabu
20
Degiannakis, Stavros
20
Patton, Andrew J.
18
Taylor, Mark P.
18
Bonato, Matteo
17
Lu, Xinjie
17
Marcellino, Massimiliano
17
Molnár, Peter
17
Chan, Joshua
16
Demirer, Rıza
16
Dijk, Dick van
16
Ghysels, Eric
16
Kumar, Dilip
16
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National Bureau of Economic Research
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Federal Reserve Bank of St. Louis
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Gottfried Wilhelm Leibniz Universität Hannover
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Brown University / Department of Economics
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Federal Reserve Bank of San Francisco
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Instituto Valenciano de Investigaciones Económicas
2
International Monetary Fund
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Svenska Handelshögskolan <Helsinki>
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The Wharton Financial Institutions Center
2
University of Canterbury / Dept. of Economics and Finance
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
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Banco Central do Brasil
1
Bonn Graduate School of Economics
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Federal Reserve Bank of Kansas City / Research Division
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Federal Reserve Bank of San Francisco / Center for Pacific Basin Monetary and Economic Studies
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Georgetown University / Economics Department
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Handelsbank N. W. Zürich
1
Hochschule für Bankwirtschaft
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International Workshop on Statistics and Finance <1999, Hongkong>
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Internationaler Währungsfonds / Research Department
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Research Seminar in International Economics
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Rheinische Friedrich-Wilhelms-Universität Bonn
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Rodney L. White Center for Financial Research
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Springer Fachmedien Wiesbaden
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Springer International Publishing
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Stanford Institute for Economic Policy Research
1
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
1
University of California Berkeley / Department of Economics
1
University of Exeter / Department of Economics
1
University of Michigan / Department of Economics
1
University of Strathclyde / Department of Economics
1
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Journal of forecasting
152
International journal of forecasting
147
Energy economics
111
Finance research letters
103
Applied economics
77
International review of financial analysis
75
Economic modelling
68
International review of economics & finance : IREF
67
Journal of empirical finance
60
The North American journal of economics and finance : a journal of financial economics studies
60
Journal of international money and finance
58
Journal of banking & finance
55
Journal of econometrics
54
Applied economics letters
47
The European journal of finance
39
Working paper
38
Applied financial economics
37
NBER working paper series
36
The journal of futures markets
35
International journal of finance & economics : IJFE
34
Journal of international financial markets, institutions & money
34
Department of Economics working paper series
33
Discussion paper / Tinbergen Institute
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
NBER Working Paper
32
Working paper / National Bureau of Economic Research, Inc.
32
Quantitative finance
31
Journal of risk and financial management : JRFM
27
Economics letters
26
Pacific-Basin finance journal
26
Computational economics
25
Journal of applied econometrics
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
Journal of financial econometrics
24
Journal of financial economics
24
Discussion paper / Centre for Economic Policy Research
23
Research in international business and finance
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
20
Risks : open access journal
20
Emerging markets, finance and trade : EMFT
19
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ECONIS (ZBW)
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1
Firm predicted exchange rates and nonlinearities in pricing-to-market
Nguyen, Thi-Ngoc Anh
;
Satō, Kiyotaka
-
2018
Persistent link: https://www.econbiz.de/10012133811
Saved in:
2
Firm predicted exchange rates and nonlinearities in pricing-to-market
Nguyen, Thi-Ngoc Anh
;
Satō, Kiyotaka
- In:
Journal of the Japanese and international economies : …
53
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012260550
Saved in:
3
Volatility
forecasting models for the won-dollar exchange rate
Koo, Jaewoon
;
Lee, Seungjun
- In:
The Korean economic review
17
(
2001
)
2
,
pp. 253-269
Persistent link: https://www.econbiz.de/10001652198
Saved in:
4
Modeling and forecasting realized volatilities of Korean financial assets featuring long memory and asymmetry
Park, Soyoung
;
Shin, Dong-wan
- In:
Asia-Pacific journal of financial studies
43
(
2014
)
1
,
pp. 31-58
Persistent link: https://www.econbiz.de/10010348459
Saved in:
5
Essays on international macroeconomics and conflict analysis
Bhattacharya, Prasad S.
-
2005
Persistent link: https://www.econbiz.de/10003553273
Saved in:
6
Forecasting US export and import prices and volumes in a changing word economy
Hooper, Peter
-
1976
Persistent link: https://www.econbiz.de/10000780356
Saved in:
7
Essays in international macroeconomics and econometrics
Zhang, Xuan
-
2014
Persistent link: https://www.econbiz.de/10010384427
Saved in:
8
Forecasting industry-level CPI and PPI inflation : does exchange rate pass-through matter?
Bhattacharya, Prasad S.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003354130
Saved in:
9
The law of one price in equity
volatility
markets
Van Tassel, Peter
-
2020
This paper documents law of one price violations in equity
volatility
markets. While tightly linked by no …
Persistent link: https://www.econbiz.de/10012391498
Saved in:
10
Predictability of the U.S. dollar index using a U.S. export and import price index-based relative PPP model
Grossmann, Axel
;
Simpson, Marc W.
- In:
Journal of economics and finance
35
(
2011
)
4
,
pp. 417-433
Persistent link: https://www.econbiz.de/10009383663
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