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Applications of agent-based models and nonlinear econometrics in finance
Demary, Markus - 2010
This dissertation contains applications of agent-based financial market models and nonlinear econometric methods in financial economics. The first part deals with the analysis of the effectiveness of currency transaction taxes within financial market models with traders with heterogeneous...
Persistent link: https://www.econbiz.de/10008664302
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The dynamics of currency crashes and fundamental reversions
Torfason, Bjarni Kristinn - 2012
Persistent link: https://www.econbiz.de/10011819319
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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
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Simulation-based approaches in financial econometrics
Sjölander, Pär - 2007
Persistent link: https://www.econbiz.de/10003738168
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Stock markets, current account dynamics, and exchange rate determination
Mercereau, Benoît - 2002
Persistent link: https://www.econbiz.de/10003780033
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Essays on theoretical and empirical aspects of structural break models
Yabu, Tomoyoshi - 2006
Persistent link: https://www.econbiz.de/10003380112
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Long run equilibrium relationships in international economics
Crowder, William Joseph - 1992
Persistent link: https://www.econbiz.de/10001437504
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Essays on nonlinearity in economic time series
Heinen, Florian - 2011
Persistent link: https://www.econbiz.de/10009348370
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Economic theory and financial policy : selected essays of Jacques J. Polak
Polak, Jacques J. - 1994
Persistent link: https://www.econbiz.de/10000891775