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accessRights:"free"
type_genre:"Article in journal"
~accessRights:"restricted"
~isPartOf:"Afro-Asian Journal of Finance and Accounting : AAJFA"
~isPartOf:"Quantitative finance"
~subject:"Autokorrelation"
~subject:"Exchange rate"
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Search: subject_exact:"Estimation theory"
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Autokorrelation
Exchange rate
Estimation theory
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Schätztheorie
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Chen, May-Ru
1
Eddaly, Mansour
1
Ettbib, Ridha
1
Guo, Meihui
1
Gupta, Hemendra
1
Hizmeri, Rodrigo
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Huang, Shih-Feng
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Sornette, Didier
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Afro-Asian Journal of Finance and Accounting : AAJFA
Quantitative finance
Journal of econometrics
51
Econometric reviews
28
Economics letters
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
International journal of economics and financial issues : IJEFI
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Econometric theory
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Econometrics : open access journal
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Journal of risk and financial management : JRFM
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Spatial economic analysis : the journal of the Regional Studies Association
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Applied economics letters
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Economic modelling
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International journal of forecasting
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Journal of forecasting
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Research in international business and finance
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The econometrics journal
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Theoretical economics letters
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CBN journal of applied statistics
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Journal of empirical finance
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Journal of financial econometrics
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Journal of time series econometrics
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Cambridge working papers in economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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European journal of operational research : EJOR
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Finance research letters
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International journal of finance & economics : IJFE
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International journal of production research
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Journal of geographical systems : geographical information, analysis, theory, and decision
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Journal of industrial engineering international
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Journal of international trade & commerce
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Journal of quantitative economics
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Quantitative economics : QE ; journal of the Econometric Society
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Statistics in transition : an international journal of the Polish Statistical Association
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The European journal of finance
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ASTIN bulletin : the journal of the International Actuarial Association
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1
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
2
Modelling the real exchange rate misalignment in the presence of outliers for developing countries
Ettbib, Ridha
;
Eddaly, Mansour
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
13
(
2023
)
5
,
pp. 629-650
Persistent link: https://www.econbiz.de/10014391403
Saved in:
3
Forecasting exchange rates using asymmetric losses : a Bayesian approach
Tsiotas, Georgios
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 273-287
Persistent link: https://www.econbiz.de/10013167737
Saved in:
4
Cointegration of "MIBOR" with rupee-dollar and rupee-yen exchange rates : estimating volatility spill-overs and asymmetry
Shukla, Upendra Nath
;
Tandon, Neelam
;
Tandon, Deepak
; …
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
12
(
2022
)
6
,
pp. 691-711
Persistent link: https://www.econbiz.de/10014230070
Saved in:
5
Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes
Wehrli, Alexander
;
Wheatley, Spencer
;
Sornette, Didier
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 729-752
Persistent link: https://www.econbiz.de/10012500185
Saved in:
6
Stock market trend prediction using a functional time series approach
Huang, Shih-Feng
;
Guo, Meihui
;
Chen, May-Ru
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10012194855
Saved in:
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