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subject:"Großbritannien"
subject:"Wechselkurs"
~person:"Brandt, Michael W."
~person:"Garratt, Anthony"
~person:"Pittis, Nikitas"
~source:"econis"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Wechselkurs
Estimation theory
14
Schätztheorie
14
Theorie
11
Theory
11
Estimation
6
Schätzung
6
Exchange rate
5
USA
5
United States
5
Time series analysis
4
Zeitreihenanalyse
4
United Kingdom
3
Volatility
3
Volatilität
3
Causality analysis
2
Cointegration
2
Deutschland
2
Forecasting model
2
Germany
2
Interest rate
2
Japan
2
Kausalanalyse
2
Kointegration
2
Prognoseverfahren
2
Zins
2
1979-1993
1
1979-1994
1
ARCH model
1
ARCH-Modell
1
Beta risk
1
Betafaktor
1
Bruttoinlandsprodukt
1
CAPM
1
Canada
1
Capital income
1
Conditional CAPM
1
Correlation
1
Denmark
1
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Article
7
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Article in journal
Arbeitspapier
11
Graue Literatur
11
Non-commercial literature
11
Working Paper
11
Aufsatz in Zeitschrift
7
Language
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English
7
Author
All
Brandt, Michael W.
Garratt, Anthony
Pittis, Nikitas
Caporale, Guglielmo Maria
5
Baillie, Richard
4
Bollerslev, Tim
4
Cuthbertson, Keith
4
Diebold, Francis X.
4
Patterson, Kerry D.
4
Arize, Augustine Chuck
3
Bhattacharyya, Dilip K.
3
Blundell, Richard W.
3
Chambers, Marcus J.
3
Cheung, Yin-Wong
3
Ericsson, Neil R.
3
Hall, Stephen G.
3
Kumar, Dilip
3
Masih, Abdul Mansur M.
3
Masih, Rumi
3
Mills, Terence C.
3
Parikh, Ashok K.
3
Paul, M. Thomas
3
Peel, David
3
Racine, Jeffrey
3
Swamy, Paravastu A. V. B.
3
Allen, David E.
2
Ashtekar, Medha
2
Bekaert, Geert
2
Borowski, Didier
2
Burns, Kelly
2
Burton, Michael P.
2
Couharde, Cécile
2
Cunningham, Alastair W. F.
2
Ebrahimi, Maryam
2
Fong, Wai-mun
2
Franses, Philip Hans
2
Gasparro, David
2
Georgoutsos, Demetris A.
2
Harvey, Andrew C.
2
Hassapis, Christis
2
Hendry, David F.
2
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Published in...
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Economic modelling
2
Journal of financial economics
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of the American Statistical Association : JASA
1
The journal of finance : the journal of the American Finance Association
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
Source
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ECONIS (ZBW)
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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
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:
3
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:
4
Parameter instability, superexogeneity, and the monetary model of the exchange rate
Caporale, Guglielmo Maria
;
Pittis, Nikitas
- In:
Weltwirtschaftliches Archiv : Zeitschrift des Instituts …
137
(
2001
)
3
,
pp. 501-524
Persistent link: https://www.econbiz.de/10001618429
Saved in:
5
Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo Maria
- In:
Journal of policy modeling : JPMOD ; a social science …
20
(
1998
)
5
,
pp. 581-601
Persistent link: https://www.econbiz.de/10001246740
Saved in:
6
Unit roots and long-run causality : investigating the relationship between output, money and interest rates
Caporale, Guglielmo Maria
- In:
Economic modelling
15
(
1998
)
1
,
pp. 91-112
Persistent link: https://www.econbiz.de/10001247848
Saved in:
7
Modelling the sterling-deutschmark exchange rate : non-linear dependence and thick tails
Caporale, Guglielmo Maria
- In:
Economic modelling
13
(
1996
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10001204716
Saved in:
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