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FEERs : a sensitivity analysis
Driver, Rebecca L.; Wren-Lewis, Simon - In: Equilibrium exchange rates, (pp. 135-162). 1999
Persistent link: https://www.econbiz.de/10001409297
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Estimation of the stochastic volatility by Markov Chain Monte Carlo
Boscher, Hans - In: Econometrics in theory and practice : Festschrift for …, (pp. 189-203). 1998
Persistent link: https://www.econbiz.de/10001301445
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Intertemporal risk in foreign currency markets
McCurdy, Thomas H. - In: The exchange rate and the economy : [proceedings of a …, (pp. 325-355). 1993
Persistent link: https://www.econbiz.de/10001295874
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Are dollar exchange rates cointegrated after all?
Girardin, Eric - In: Exchange rate policy in Europe, (pp. 7-23). 1997
Persistent link: https://www.econbiz.de/10001298344
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Empirische Tests der Erwartungs- und der Unverzerrtheitshypothese und die Politik der Zentralbank
Kugler, Peter - In: Spekulation, Preisbildung und Volatilität auf Finanz- …, (pp. 153-163). 1998
Persistent link: https://www.econbiz.de/10001322896
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'Once-in-a-generation' yen volatility in 1998 : fundamentals, intervention, and order flow
Cai, Jun; Cheung, Stephen Y. L.; Lee, Raymond Siu-kuen; … - In: Foreign exchange markets, (pp. 180-200). 2005
Persistent link: https://www.econbiz.de/10003290903
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Statistical aspects of ARCH and stochastic volatility
Shephard, Neil G. - In: Time series models : in econometrics, finance and other …, (pp. 1-67). 1996
Persistent link: https://www.econbiz.de/10001319937
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Multivariate stochastic volatility
Chib, Siddhartha; Omori, Yasuhiro; Asai, Manabu - In: Handbook of financial time series, (pp. 365-400). 2009
Persistent link: https://www.econbiz.de/10003833972
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Value at risk with high frequency data
Barucci, Emilio; Renò, R. - In: New trends in banking management : with 42 tables, (pp. 223-231). 2002
Persistent link: https://www.econbiz.de/10001703812
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Towards resolving the exchange rate volatility puzzle
Gaab, Werner; Kempa, Bernd - In: Integration, Währung und Wachstum - Dimensionen …, (pp. 229-242). 2002
Persistent link: https://www.econbiz.de/10001709170