//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Wechselkurs"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A Noncausal Autoregressive Mod...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Wechselkurs
Theorie
74
Theory
72
USA
55
Zeitreihenanalyse
53
Time series analysis
52
United States
52
VAR-Modell
38
VAR model
35
Schätzung
33
Estimation
31
Volatility
28
Volatilität
28
Forecasting model
23
Prognoseverfahren
23
Autocorrelation
22
Autokorrelation
22
Einheitswurzeltest
19
Unit root test
19
Inflation
18
Schock
18
Kapitaleinkommen
17
Capital income
16
Shock
16
ARCH model
15
ARCH-Modell
15
Bayes-Statistik
15
Bayesian inference
15
Exchange rate
15
Cointegration
13
Phillips curve
13
Causality analysis
12
Inflation expectations
12
Kausalanalyse
12
Finland
11
Finnland
11
Inflationserwartung
11
Kointegration
11
Non-Gaussian time series
11
Interest rate
10
more ...
less ...
Online availability
All
Free
6
Undetermined
1
Type of publication
All
Book / Working Paper
9
Article
6
Type of publication (narrower categories)
All
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
15
Author
All
Lanne, Markku
15
Vesala, Timo
4
Laakkonen, Helinä
3
Saikkonen, Pentti
2
Laakkonen, Helina
1
Institution
All
European University Institute / Department of Economics
3
Published in...
All
EUI working paper
3
Discussion papers / Helsinki Center of Economic Research : discussion paper
2
International journal of finance & economics : IJFE
2
Bank of Finland Research Discussion Paper
1
Bank of Finland research discussion papers
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
International journal of forecasting
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The econometrics journal
1
Working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A mixture multiplicative error model for realized volatility
Lanne, Markku
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003280702
Saved in:
2
Forecasting realized volatility by decomposition
Lanne, Markku
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003338294
Saved in:
3
Forecasting realized exchange rate volatility by decomposition
Lanne, Markku
- In:
International journal of forecasting
23
(
2007
)
2
,
pp. 307-320
Persistent link: https://www.econbiz.de/10003483823
Saved in:
4
A mixture mutliplicative error model for realized volatility
Lanne, Markku
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
4
,
pp. 594-616
Persistent link: https://www.econbiz.de/10003565744
Saved in:
5
The effect of transaction costs on exchange rate volatility : daily and intradaily evidence
Lanne, Markku
-
2004
Persistent link: https://www.econbiz.de/10001974359
Saved in:
6
The effect of a transaction tax on exchange rate volatility
Lanne, Markku
(
contributor
);
Vesala, Timo
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003332835
Saved in:
7
The relevance of accuracy for the impact of macroeconomic news on volatility
Laakkonen, Helinä
;
Lanne, Markku
-
2009
Persistent link: https://www.econbiz.de/10003836433
Saved in:
8
The effect of a transaction tax on exchange rate volatility
Lanne, Markku
;
Vesala, Timo
- In:
International journal of finance & economics : IJFE
15
(
2010
)
2
,
pp. 123-133
Persistent link: https://www.econbiz.de/10008702361
Saved in:
9
Asymmetric news effects on volatility : good vs. bad news in good vs. bad times
Laakkonen, Helina
(
contributor
);
Lanne, Markku
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003666187
Saved in:
10
The relevance of accuracy for the impact of macroeconomic news on exchange rate volatility
Laakkonen, Helinä
;
Lanne, Markku
- In:
International journal of finance & economics : IJFE
18
(
2013
)
4
,
pp. 339-351
Persistent link: https://www.econbiz.de/10010355971
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->