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The time-series structure of exchange rate fluctuations
Diebold, Francis X. - 1986
Persistent link: https://www.econbiz.de/10000723411
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Financial markets and the theory of chaos
Gilmore, Claire Gilbert - 1992
Persistent link: https://www.econbiz.de/10000896128
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An investigation of nonlinearities and chaos in exchange-rates
Ellis, Jennifer Mary - 1992
Persistent link: https://www.econbiz.de/10000896131
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Does the exchange rate follow a random walk? : a Monte Carlo study of four tests for a random walk
Hakkio, Craig S. - 1985
Persistent link: https://www.econbiz.de/10000700546
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Modeling the distribution of highly volatile exchange-rate time series
Čobanov, Georgi S. (contributor) - 1996
Persistent link: https://www.econbiz.de/10000955836
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Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
Chen, Xiaohong; Fan, Yanqin - In: Journal of econometrics 135 (2006) 1/2, pp. 125-154
Persistent link: https://www.econbiz.de/10003376080
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Simulative Untersuchung der Eigenschaften von Testverfahren auf Elliptizität mit Anwendung auf Finanzmarktdaten
Gogokhia, Lia - 2008
Persistent link: https://www.econbiz.de/10003672746
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Analysis of long memory dynamics in exchange rate
Aidoo, Eric N.; Saeed, Bashiru I. I.; Ababio, Kofi A.; … - In: The empirical economics letters : a monthly … 11 (2012) 7, pp. 745-754
Persistent link: https://www.econbiz.de/10010199230
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Which continuous-time model is most appropriate for exchange rates?/ Deniz Erdemlioglu; S´ebastien Laurent; Christopher J. Neely
Erdemlioglu, Deniz; Laurent, S´ebastien; Neely, … - 2013
Persistent link: https://www.econbiz.de/10009791133
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Bayesian inference on mixture-of-experts for estimation of stochastic volatility
Villagran, Alejandro; Huerta, Gabriel - 2006
Persistent link: https://www.econbiz.de/10003350108