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Inflation differentials and ex...
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Inflation differentials and excess returns in the European Monetary System
Vlaar, Peter J. G.
;
Palm, Franz C.
-
1993
Persistent link: https://www.econbiz.de/10000886175
Saved in:
2
The message in weekly exchange rates in the European monetary system : mean reversion, conditional heteroskedasticity and jumps
Vlaar, Peter J. G.
;
Palm, Franz C.
-
1992
Persistent link: https://www.econbiz.de/10000831061
Saved in:
3
Simple diagnostic procedures for modeling financial time series
Palm, Franz C.
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
81
(
1997
)
1
,
pp. 85-101
Persistent link: https://www.econbiz.de/10001217274
Saved in:
4
The message in weekly exchange rates in the European Monetary System : mean reversion, conditional heteroscedasticity, and jumps
Vlaar, Peter J. G.
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
3
,
pp. 351-360
Persistent link: https://www.econbiz.de/10001146825
Saved in:
5
Inflation differentials and excess returns in the European Monetary System
Vlaar, Peter J. G.
- In:
Journal of international financial markets, …
7
(
1997
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10001230305
Saved in:
6
Mean reversion, conditional heteroskedasticity and jumps in the EMS
Vlaar, Peter J. G.
- In:
Tinbergen Institute research bulletin
4
(
1992
)
3
,
pp. 221-230
Persistent link: https://www.econbiz.de/10001137375
Saved in:
7
Inflation differentials and excess returns in the European Monetary System
Vlaar, P. J. G.
;
Palm, F. C.
- In:
Journal of International Financial Markets, …
7
(
1997
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10005403446
Saved in:
8
Methods to determine capital requirements for options
Vlaar, Peter J. G.
- In:
Quarterly review / Banca Nazionale del Lavoro, Roma
49
(
1996
)
198
,
pp. 351-373
Persistent link: https://www.econbiz.de/10001209977
Saved in:
9
On the strenght of the US dollar : can it be explained by output growth?
Vlaar, Peter J. G.
-
2002
Persistent link: https://www.econbiz.de/10001665443
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10
Innovations in testing the stability of risk measures over time and across models
Vlaar, Peter J. G.
-
2002
Persistent link: https://www.econbiz.de/10001687897
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