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Time series analysis
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88
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Robinson, Peter M.
39
Saikkonen, Pentti
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Stock, James H.
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Feng, Yuanhua
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Conference on Applied Probability and Time Series Analysis <1995, Athen>
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De Gruyter Oldenbourg
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Econometric Society
2
Eric Cuvillier <Firma>
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Journal of econometrics
327
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316
Economics letters
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237
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Econometric theory
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Discussion paper / Tinbergen Institute
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Econometric reviews
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Economic modelling
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Applied economics
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
97
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
95
Journal of applied econometrics
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
77
Computational economics
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Working paper
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CREATES research paper
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Applied economics letters
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Journal of economic dynamics & control
69
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
NBER Working Paper
58
Working paper / National Bureau of Economic Research, Inc.
57
Cowles Foundation discussion paper
55
Energy economics
55
Oxford bulletin of economics and statistics
54
NBER working paper series
53
Journal of empirical finance
52
CESifo working papers
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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European journal of operational research : EJOR
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Finance research letters
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The econometrics journal
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Discussion papers of interdisciplinary research project 373
45
SFB 649 discussion paper
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EUI working paper / ECO
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Journal of macroeconomics
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Econometrics : open access journal
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ECONIS (ZBW)
12,557
ArchiDok
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EconStor
1
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1
Meteor showers or heat waves? : heteroskedastic intra-daily volatility in the foreign exchange market
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
58
(
1990
)
3
,
pp. 525-542
Persistent link: https://www.econbiz.de/10001085314
Saved in:
2
Heteroskedastic intra-daily volatility in the foreign exchange market : estimation, identification and forecasting
Lin, Wen-ling Tsai
-
1989
Persistent link: https://www.econbiz.de/10000825919
Saved in:
3
Testing for spurious causality (with an application to exchange rates)
Renault, Eric
-
1994
Persistent link: https://www.econbiz.de/10000901028
Saved in:
4
The efficacy of intervention in a chaotic foreign exchange market : an empirical study in INR-USD exchange rate series
Sen, Chitrakalpa
;
Chakrabarti, Gagari
- In:
Decision
41
(
2014
)
4
,
pp. 399-410
Persistent link: https://www.econbiz.de/10010483861
Saved in:
5
The determinanants of bid-ask spread in the Guyanese FX market
Khemraj, Tarron
;
Pasha, Sukrishnalall
- In:
The journal of developing areas
48
(
2014
)
2
,
pp. 39-62
Persistent link: https://www.econbiz.de/10010364679
Saved in:
6
The message in weekly exchange rates in the European monetary system : mean reversion, conditional heteroskedasticity and jumps
Vlaar, Peter J. G.
;
Palm, Franz C.
-
1992
Persistent link: https://www.econbiz.de/10000831061
Saved in:
7
Exchange rates and formation of expectations : are nonlinear models appropriate?
Causse, Dominique
-
1989
Persistent link: https://www.econbiz.de/10000802242
Saved in:
8
ADRENALIN : a distributed realtime environment for the intraday analysis of financial markets
Schnidrig, Remo
-
1998
-
1. Aufl
Persistent link: https://www.econbiz.de/10000675153
Saved in:
9
Empirical research on exchange rate expectations : macro and micro perspectives
Rebitzky, Rafael R.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003580431
Saved in:
10
Real versus spurious long-memory volatility in foreign exchange data : evidence from the rand against the G4 currencies
Thupayagale, Pako
;
Jefferis, Keith R.
- In:
Tydskrif vir studies in ekonomie en ekonometrie : SEE
35
(
2011
)
2
,
pp. 71-93
Persistent link: https://www.econbiz.de/10009490904
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