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subject:"Großbritannien"
subject:"Wechselkurs"
~person:"Brandt, Michael W."
~person:"Franses, Philip Hans"
~person:"Garratt, Anthony"
~subject:"Volatilität"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Wechselkurs
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Estimation theory
22
Schätztheorie
22
Theorie
17
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17
Time series analysis
8
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8
Estimation
4
Saisonale Schwankungen
4
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Brandt, Michael W.
Franses, Philip Hans
Garratt, Anthony
Kumar, Dilip
16
Maheswaran, S.
14
Li, Jia
12
Todorov, Viktor
12
Tauchen, George Eugene
11
Bollerslev, Tim
9
Teräsvirta, Timo
9
Liu, Zhi
8
Andersen, Torben
7
Francq, Christian
7
Ghysels, Eric
7
Kim, Donggyu
7
Li, Yingying
7
Mykland, Per A.
7
Diebold, Francis X.
6
Hafner, Christian M.
6
Koopman, Siem Jan
6
Taylor, Stephen
6
Wang, Yazhen
6
Caporale, Guglielmo Maria
5
Cheung, Yin-Wong
5
Fan, Jianqing
5
Härdle, Wolfgang
5
Jing, Bingyi
5
Silvennoinen, Annastiina
5
Zakoïan, Jean-Michel
5
Arize, Augustine Chuck
4
Arnerić, Josip
4
Aït-Sahalia, Yacine
4
Baillie, Richard
4
Bhattacharyya, Dilip K.
4
Blundell, Richard W.
4
Bossaerts, Peter L.
4
Clements, Adam
4
Cuthbertson, Keith
4
Dufour, Jean-Marie
4
Elliott, Robert J.
4
Feng, Yuanhua
4
Fičura, Milan
4
Hall, Stephen G.
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Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial economics
1
Journal of the American Statistical Association : JASA
1
The journal of finance : the journal of the American Finance Association
1
The journal of futures markets
1
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ECONIS (ZBW)
6
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1
Forecast uncertainties in macroeconomic modeling : an application to the UK economy
Garratt, Anthony
;
Lee, Kevin C.
;
Pesaran, M. Hashem
; …
- In:
Journal of the American Statistical Association : JASA
98
(
2003
)
464
,
pp. 829-838
Persistent link: https://www.econbiz.de/10001971275
Saved in:
2
Range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1047-1091
Persistent link: https://www.econbiz.de/10001684742
Saved in:
3
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
- In:
Journal of financial economics
63
(
2002
)
2
,
pp. 161-210
Persistent link: https://www.econbiz.de/10001636757
Saved in:
4
Modelling and forecasting level shifts in absolute returns
Franses, Philip Hans
;
Leij, Marco van der
;
Paap, Richard
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 601-616
Persistent link: https://www.econbiz.de/10001709318
Saved in:
5
Outlier detection in cointegration analysis
Franses, Philip Hans
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 459-468
Persistent link: https://www.econbiz.de/10001251800
Saved in:
6
An empirical test for parities between metal prices at the LME
Franses, Philip Hans
- In:
The journal of futures markets
11
(
1991
)
6
,
pp. 729-736
Persistent link: https://www.econbiz.de/10001116050
Saved in:
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