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subject:"Exchange rate"
subject:"Probability theory"
~isPartOf:"IMF working paper"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam"
~subject:"1960-1994"
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Search: subject_exact:"Estimation theory"
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Exchange rate
Probability theory
1960-1994
Estimation theory
58
Schätztheorie
58
Theorie
33
Theory
33
Time series analysis
14
Zeitreihenanalyse
14
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10
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7
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Internationaler Währungsfonds
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Arbeitspapier
10
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10
Graue Literatur
7
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7
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English
12
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Haan, Laurens de
4
Chan-Lau, Jorge A
2
Chan-Lau, Jorge A.
2
Cheng, Shihong
1
Dijk, Herman K. van
1
Einmahl, John H. J.
1
Huang, Xin
1
Kleibergen, Frank
1
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1
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1
Lye, Jenny N.
1
Martin, Vance
1
Resnick, Sidney I.
1
Senhadji-Semlali, Abdel
1
Sinha, Ashok Kumar
1
Teo, Leslie E.
1
Urbain, Jean-Pierre
1
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IMF working paper
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
35
Journal of econometrics
30
Discussion paper / Tinbergen Institute
26
Economics letters
20
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
19
Statistics in transition : an international journal of the Polish Statistical Association
16
Discussion paper / Center for Economic Research, Tilburg University
14
Econometric reviews
12
European journal of operational research : EJOR
11
International journal of forecasting
11
NBER Working Paper
11
Order statistics: applications
11
Econometric theory
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10
Insurance / Mathematics & economics
9
Journal of applied econometrics
9
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8
International journal of economics and financial issues : IJEFI
8
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8
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7
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7
The review of economic studies
7
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Journal of foreign exchange and international finance : JFEIF
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ECONIS (ZBW)
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1
Fundamentals-based estimation of default probabilities : a survey
Chan-Lau, Jorge A.
-
2006
Persistent link: https://www.econbiz.de/10003354354
Saved in:
2
Market-based estimation of default probabilities and its application to financial market surveillance
Chan-Lau, Jorge A.
-
2006
Persistent link: https://www.econbiz.de/10003329109
Saved in:
3
Sources of economic growth : an extensive growth accounting exercise
Senhadji-Semlali, Abdel
-
1999
Persistent link: https://www.econbiz.de/10001399807
Saved in:
4
Fundamentals-Based Estimation of Default Probabilities : A Survey
Chan-Lau, Jorge A
-
2006
Intro -- Contents -- I. INTRODUCTION -- II. MACROECONOMIC-BASED MODELS -- III. CREDIT SCORING (OR ACCOUNTING-BASED) MODELS -- IV. RATINGS-BASED MODELS -- V. HYBRID MODELS -- VI. CONCLUSIONS -- REFERENCES.
Persistent link: https://www.econbiz.de/10012691085
Saved in:
5
Market-Based Estimation of Default Probabilities and Its Application to Financial Market Surveillance.
Chan-Lau, Jorge A
-
2006
Intro -- Contents -- I. MARKET-BASED DEFAULT PROBABILITIES AND FINANCIAL SURVEILLANCE -- II. CREDIT DEFAULT SWAPS -- III. BONDS -- IV. EQUITY PRICES -- V. FROM RISK-NEUTRAL PROBABILITIES TO REAL-WORLD PROBABILITIES -- VI. CONCLUSIONS -- REFERENCES.
Persistent link: https://www.econbiz.de/10012691108
Saved in:
6
Parametric distributional flexibility and conditional variance models with an application to hourly exchange rates
Lye, Jenny N.
-
1998
Persistent link: https://www.econbiz.de/10000991823
Saved in:
7
Estimating the spectral measure of an extreme value distribution
Einmahl, John H. J.
;
Haan, Laurens de
;
Sinha, Ashok Kumar
-
1995
Persistent link: https://www.econbiz.de/10000959331
Saved in:
8
A cointegration study of aggregate imports using likelihood based testing principles
Kleibergen, Frank
;
Urbain, Jean-Pierre
;
Dijk, Herman K. van
-
1994
Persistent link: https://www.econbiz.de/10000903476
Saved in:
9
Comparison of tail index estimators
Haan, Laurens de
;
Lian, Peng
-
1994
Persistent link: https://www.econbiz.de/10000908363
Saved in:
10
Uniform distance between the distribution function of Hill's estimator and the normal distribution function
Cheng, Shihong
;
Haan, Laurens de
;
Huang, Xin
-
1993
Persistent link: https://www.econbiz.de/10000893853
Saved in:
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