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Structural change in time series of the exchange rates between yen-dollar and yen-euro in 2001 - 2004
Obara, Takashi
- In:
International journal of applied econometrics and …
1
(
2004
)
3
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pp. 61-74
Persistent link: https://www.econbiz.de/10003625326
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92
Exchange rate volatility, macro announcements and the choice of intraday seasonality filtering method
Laakkonen, Helinä
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contributor
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2007
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93
Mean and volatility dynamics of Indian rupee/US dollar exchange rate series : an empirical investigation
Kar, Rituparna
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Sarkar, Nityananda
- In:
Asia-Pacific financial markets
13
(
2006
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1
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pp. 41-69
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94
High frequency perspective on jump process, long memory property and temporal aggregation : case of $-AUD exchange rates
Han, Young Wook
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Japan and the world economy : international journal of …
19
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2007
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2
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pp. 248-262
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95
Nonlinearity and fractional integration in the US dollar/euro exchange rate
Kıran, Burcu
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Panoeconomicus
59
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2012
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3
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pp. 325-334
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Oil prices and the impact of the financial crisis of 2007 - 2009
Bhar, Ramaprasad
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Malliaris, Anastasios G.
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Energy economics
33
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2011
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6
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pp. 1049-1054
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97
Modeling exchange rate dependence dynamics at different time horizons
Dias, Alexandra
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Embrechts, Paul
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Journal of international money and finance
29
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2010
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8
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pp. 1687-1705
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98
Testing for long memory in volatility in the Indian Forex market
Kumar, Anoop S.
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Economic annals
59
(
2014
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203
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pp. 75-90
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Mean aversion in and persistence of shocks to the US dollar : evidence from nine foreign currencies
Azar, Samih Antoine
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International journal of economics and financial issues …
3
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2013
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3
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pp. 723-733
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100
Nonlinear time series and neural-network models of exchange rates between the US dollar and major currencies
Allen, David E.
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McAleer, Michael
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Shelton, Peiris
; …
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2015
Persistent link: https://www.econbiz.de/10011432736
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