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Time series analysis
Volatility
41,066
Volatilität
40,797
Wechselkurs
27,909
Exchange rate
26,718
Theorie
16,402
Theory
16,069
Schätzung
11,891
Estimation
11,618
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10,199
Share price
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USA
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Kapitaleinkommen
7,441
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United States
7,242
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6,649
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Aktienmarkt
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6,101
Prognoseverfahren
5,094
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5,029
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4,861
US dollar
4,666
Geldpolitik
4,592
Monetary policy
4,419
Optionspreistheorie
3,960
Stochastischer Prozess
3,955
Wechselkurspolitik
3,935
Zeitreihenanalyse
3,920
Option pricing theory
3,897
Stochastic process
3,888
Exchange rate policy
3,824
Kaufkraftparität
3,482
Purchasing power parity
3,439
exchange rate
3,055
EU-Staaten
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EU countries
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Risk
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McAleer, Michael
56
Caporale, Guglielmo Maria
55
Koopman, Siem Jan
40
Gil-Alaña, Luis A.
37
Gupta, Rangan
33
Lux, Thomas
32
Bollerslev, Tim
31
Härdle, Wolfgang
30
Andersen, Torben
25
Lucas, André
24
Tauchen, George Eugene
21
Dijk, Dick van
20
Hafner, Christian M.
20
Todorov, Viktor
20
Chan, Joshua
19
Sibbertsen, Philipp
18
Asai, Manabu
17
Bos, Charles S.
17
Chang, Chia-Lin
17
Rodriguez, Gabriel
17
Teräsvirta, Timo
17
Caporin, Massimiliano
16
Hallin, Marc
16
Kim, Donggyu
16
Taylor, Robert
16
Hansen, Peter Reinhard
15
Li, Jia
15
Shephard, Neil G.
15
Tiwari, Aviral Kumar
15
Allen, David E.
14
Diebold, Francis X.
14
Hautsch, Nikolaus
14
Hounyo, Ulrich
14
Marcellino, Massimiliano
14
Moosa, Imad A.
14
Cavaliere, Giuseppe
13
Patton, Andrew J.
13
Sucarrat, Genaro
13
Baruník, Jozef
12
Bauwens, Luc
12
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Ekonomiska forskningsinstitutet <Stockholm>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Centre for Analytical Finance <Århus>
4
Centre for Growth and Business Cycle Research <Manchester>
4
Centre for Quantitative Economics & Computing
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Christian-Albrechts-Universität zu Kiel
2
Econometrisch Instituut <Rotterdam>
2
European University Institute / Department of Law
2
School of Economics and Finance <Brisbane>
2
Umeå universitet
2
University of Strathclyde / Department of Economics
2
Universität Basel / Institut für Statistik und Ökonometrie
2
Université de Montréal / Département de sciences économiques
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Bundesanstalt für Geowissenschaften und Rohstoffe
1
Business Information Centre <Toronto>
1
CFA Institute <Charlottesville, Va.>
1
Center for Economic Research <Tilburg>
1
Chambre de commerce et d'industrie de Paris
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
EconWPA
1
Hamburgisches WeltWirtschaftsInstitut
1
Institut for Finansiering <Frederiksberg>
1
Institut für Weltwirtschaft
1
Institute of Finance and Accounting <London>
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Internationaler Währungsfonds / Asia and Pacific Department
1
Internationaler Währungsfonds / Western Hemisphere Department
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
Nuffield College
1
Rodney L. White Center for Financial Research
1
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
1
Springer Fachmedien Wiesbaden
1
Springer International Publishing
1
The Wharton Financial Institutions Center
1
Umeå Universitet / Institutionen för Nationalekonomi
1
University of California, San Diego / Department of Economics
1
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Journal of econometrics
110
Discussion paper / Tinbergen Institute
84
Energy economics
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
International journal of forecasting
68
Economic modelling
63
Journal of empirical finance
52
Finance research letters
49
Applied economics
46
Journal of forecasting
44
Economics letters
43
International review of economics & finance : IREF
38
The North American journal of economics and finance : a journal of financial economics studies
35
Econometric reviews
34
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
34
Journal of international money and finance
32
Working paper
31
International review of financial analysis
30
Journal of financial econometrics
28
Journal of banking & finance
26
Quantitative finance
26
Research in international business and finance
26
CREATES research paper
25
Computational economics
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
Journal of risk and financial management : JRFM
24
Applied financial economics
23
International journal of finance & economics : IJFE
22
Applied economics letters
21
Journal of international financial markets, institutions & money
21
CESifo working papers
19
Journal of economic dynamics & control
19
SFB 649 discussion paper
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Econometrics : open access journal
17
CAMA working paper series
16
Journal of applied econometrics
16
The European journal of finance
16
Risks : open access journal
15
Economics working paper
14
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ECONIS (ZBW)
3,824
RePEc
2
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1
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10
of
3,826
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date (newest first)
date (oldest first)
1
Some stylised facts about the exchange rate behaviour of Central European currencies
Vejmělek, Jan
- In:
Acta oeconomica Pragensia : vědecký časopis Vysoke …
24
(
2016
)
2
,
pp. 3-17
Persistent link: https://www.econbiz.de/10011537495
Saved in:
2
Co-movements in
volatility
of dependency between US dollar and euro : analysing by conditional heteroscedasticity models
Jamel, Lamia
;
Mansour, Sihem
- In:
International journal of management & enterprise …
18
(
2019
)
1/2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012116976
Saved in:
3
Seasonal processes in the Euro-US Dollar daily exchange rate
Cellini, Roberto
;
Cuccia, Tiziana
- In:
Applied financial economics
24
(
2014
)
1/3
,
pp. 161-174
Persistent link: https://www.econbiz.de/10010391453
Saved in:
4
Modelling exchange rate
volatility
of Somali Shilling against US Dollar by utilizing GARCH models
Ali, Abdullahi Osman
- In:
International journal of economics and financial issues …
11
(
2021
)
2
,
pp. 35-39
Persistent link: https://www.econbiz.de/10012509707
Saved in:
5
Testing for long memory in
volatility
in the Indian Forex market
Kumar, Anoop S.
- In:
Economic annals
59
(
2014
)
203
,
pp. 75-90
Persistent link: https://www.econbiz.de/10010510863
Saved in:
6
The predictive ability of several models of exchange rate
volatility
West, Kenneth D.
;
Cho, Dongchul
-
1994
Persistent link: https://www.econbiz.de/10000884768
Saved in:
7
The predictive ability of several models of exchange rate
volatility
West, Kenneth D.
;
Cho, Dongchul
-
1994
-
Rev
Persistent link: https://www.econbiz.de/10000892226
Saved in:
8
Have exchange rates become more closely tied? : Evidence from a new multivariate GARCH model
Klaassen, Franc
-
1999
Persistent link: https://www.econbiz.de/10000168325
Saved in:
9
An investigation of long range dependence in intra-day foreign exchange rate
volatility
Henry, Mark S.
;
Payne, Richard
-
1997
Persistent link: https://www.econbiz.de/10000961212
Saved in:
10
Model-based estimation of high frequency jump diffusions with microstructure noise and stochastic
volatility
Bos, Charles S.
-
2008
Persistent link: https://www.econbiz.de/10003645209
Saved in:
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