水獭
发表于 2025-3-23 11:51:32
Monthly Univariate Nominal Exchange Rate Fluctuations, a wide variety of structural models in terms of predictive ability, enables measurement of the temporal behavior of exchange rate volatility, explains the leptokurtic unconditional distribution of exchange rate movements, and enables improved calculation of confidence intervals about point forecasts.
行业
发表于 2025-3-23 15:57:11
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moribund
发表于 2025-3-23 21:48:34
E. Gladtke,H. M. von Hattingbergormance for the major dollar spot rates. One purpose of this monograph is to seek the reasons for this failure by exploring the temporal behavior of seven major dollar exchange rates using nonstructural time-series methods.
Amplify
发表于 2025-3-24 00:16:38
https://doi.org/10.1007/978-981-99-7858-8 a wide variety of structural models in terms of predictive ability, enables measurement of the temporal behavior of exchange rate volatility, explains the leptokurtic unconditional distribution of exchange rate movements, and enables improved calculation of confidence intervals about point forecasts.
丰满有漂亮
发表于 2025-3-24 03:34:46
Book 1988se and Rogoff (1983a, 1983b), who showed that a "naive" random walk model distinctly dominated received theoretical models in terms of predictive performance for the major dollar spot rates. One purpose of this monograph is to seek the reasons for this failure by exploring the temporal behavior of s
Melanoma
发表于 2025-3-24 08:46:35
https://doi.org/10.1007/978-3-642-45641-1Finance; distribution; dynamics; exchange rates; modeling; statistics; time series; value-at-risk; volatilit
领先
发表于 2025-3-24 11:18:28
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Subdue
发表于 2025-3-24 16:11:58
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Madrigal
发表于 2025-3-24 21:13:11
Empirical Modeling of Exchange Rate Dynamics978-3-642-45641-1Series ISSN 0075-8442 Series E-ISSN 2196-9957
defeatist
发表于 2025-3-25 03:02:39
E. Gladtke,H. M. von Hattingbergse and Rogoff (1983a, 1983b), who showed that a “naive” random walk model distinctly dominated received theoretical models in terms of predictive performance for the major dollar spot rates. One purpose of this monograph is to seek the reasons for this failure by exploring the temporal behavior of s