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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
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Impact of EMS membership on its nominal exchange rate volatility : an approach with univariate and multivariate GARCH models
Hong, Kabsoo - In: Seoul journal of economics 5 (1992) 1, pp. 51-74
Persistent link: https://www.econbiz.de/10001133560
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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
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Measuring economic convergence
Hall, Stephen G. - In: International journal of finance & economics : IJFE 2 (1997) 2, pp. 131-143
Persistent link: https://www.econbiz.de/10001227650
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Capital mobility, vehicle currencies and exchange rate asymmetries in the EMS
Grilli, Vittorio U. - In: Financial markets' liberalisation and the role of banks, (pp. 109-143). 1993
Persistent link: https://www.econbiz.de/10001282496
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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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An investigation of long range dependence in intra-day foreign exchange rate volatility
Henry, Mark S.; Payne, Richard - 1997
Persistent link: https://www.econbiz.de/10000961212
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Forecasting realignments : the case of the French franc in the exchange-rate mechanism
Mizrach, Bruce Marshall - In: Nonlinear dynamics and economics : proceedings of the …, (pp. 361-368). 1996
Persistent link: https://www.econbiz.de/10001297234
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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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Prozesse mit autoregressiver bedingter Heteroskedastie : empirische Ergebnisse für Wechselkurszeitreihen
Sanddorf-Köhle, Walter G. - 1996
Persistent link: https://www.econbiz.de/10013420743