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Time series analysis
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Stock, James H.
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Conference on Applied Probability and Time Series Analysis <1995, Athen>
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Econometric Society
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Journal of econometrics
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Economics letters
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Econometric reviews
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Applied economics
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
95
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of applied econometrics
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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
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Applied economics letters
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Journal of economic dynamics & control
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NBER Working Paper
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EUI working paper / ECO
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Cowles Foundation discussion paper
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Energy economics
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NBER working paper series
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Oxford bulletin of economics and statistics
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SFB 649 discussion paper
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ECONIS (ZBW)
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EconStor
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1
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:
2
Testing for spurious causality (with an application to exchange rates)
Renault, Eric
-
1994
Persistent link: https://www.econbiz.de/10000901028
Saved in:
3
Global foreign exchange market efficiency
Lajaunie, John P.
-
1992
Persistent link: https://www.econbiz.de/10000908852
Saved in:
4
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:
5
Testing for cointegration when some of the cointegrating vectors are known
Horvath, Michael T.
-
1994
Persistent link: https://www.econbiz.de/10000920922
Saved in:
6
Modeling volatility dynamics
Diebold, Francis X.
;
García López, José A.
-
1995
Persistent link: https://www.econbiz.de/10000920972
Saved in:
7
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:
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
From hour to hour in the foreign exchange market
Goodhart, Charles A. E.
- In:
The Manchester School of Economic and Social Studies
61
(
1993
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10001140737
Saved in:
10
Nonparametric and computer-intensive resampling tests of randomness and distributional properties of daily change in foreign exchange measures
Platt, W. G.
- In:
Journal of international financial markets, …
1
(
1991
)
4
,
pp. 73-88
Persistent link: https://www.econbiz.de/10001122438
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