//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Großbritannien"
subject:"Wechselkurs"
~person:"Cheung, Yin-Wong"
~person:"Diebold, Francis X."
~person:"Pittis, Nikitas"
~subject:"Börsenkurs"
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Großbritannien
Wechselkurs
Börsenkurs
Estimation theory
38
Schätztheorie
38
Theorie
25
Theory
25
Estimation
13
Schätzung
13
Time series analysis
12
Zeitreihenanalyse
12
USA
10
United States
10
Exchange rate
9
Volatility
5
Volatilität
5
Forecasting model
4
Prognoseverfahren
4
Capital income
3
Japan
3
Kapitaleinkommen
3
Share price
3
United Kingdom
3
Business cycle
2
Canada
2
Causality analysis
2
Cointegration
2
Correlation
2
Deutschland
2
France
2
Frankreich
2
Germany
2
Interest rate parity
2
Kanada
2
Kaufkraftparität
2
Kausalanalyse
2
Kointegration
2
Konjunktur
2
Korrelation
2
Purchasing power parity
2
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
Book / Working Paper
16
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Aufsatz im Buch
1
Book section
1
Language
All
English
15
Author
All
Cheung, Yin-Wong
Diebold, Francis X.
Pittis, Nikitas
Maheswaran, S.
11
Tauchen, George Eugene
9
Kumar, Dilip
8
Li, Jia
8
Todorov, Viktor
7
Bollerslev, Tim
6
Kim, Donggyu
6
Mills, Terence C.
6
Caporale, Guglielmo Maria
5
Engle, Robert F.
5
Faff, Robert W.
5
Feng, Yuanhua
5
Shephard, Neil G.
5
Wang, Yazhen
5
Allen, David E.
4
Baillie, Richard
4
Bauwens, Luc
4
Bhattacharyya, Dilip K.
4
Blundell, Richard W.
4
Cuthbertson, Keith
4
Fong, Wai-mun
4
Francq, Christian
4
Hall, Stephen G.
4
Härdle, Wolfgang
4
Kapetanios, George
4
Patterson, Kerry D.
4
Pesaran, M. Hashem
4
Rodrigues, Paulo M. M.
4
Sentana, Enrique
4
Taylor, Stephen
4
Tse, Yiu Kuen
4
Zakoïan, Jean-Michel
4
Arize, Augustine Chuck
3
Brooks, Robert
3
Chambers, Marcus J.
3
Corhay, Albert
3
Ericsson, Neil R.
3
more ...
less ...
Published in...
All
Economic modelling
2
International journal of finance & economics : IJFE
2
Journal of international money and finance
2
The journal of finance : the journal of the American Finance Association
2
Business cycles, indicators, and forecasting
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
The review of economic studies
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A new test for market efficiency and uncovered interest parity
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
- In:
Journal of international money and finance
130
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248790
Saved in:
2
Exchange rate misalignment estimates : sources of differences
Cheung, Yin-Wong
;
Fujii, Eiji
- In:
International journal of finance & economics : IJFE
19
(
2014
)
2
,
pp. 91-121
Persistent link: https://www.econbiz.de/10010471982
Saved in:
3
On the correlation structure of microstructure noise : a financial economic approach
Diebold, Francis X.
;
Strasser, Georg
- In:
The review of economic studies
80
(
2013
)
4
,
pp. 1304-1337
Persistent link: https://www.econbiz.de/10010202113
Saved in:
4
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:
5
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:
6
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:
7
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:
8
Integration, cointegration and the forecast consistency of structural exchange rate models
Cheung, Yin-Wong
- In:
Journal of international money and finance
17
(
1998
)
5
,
pp. 813-830
Persistent link: https://www.econbiz.de/10001253045
Saved in:
9
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:
10
Stock market volatility and fractional integration
Cheung, Yin-Wong
- In:
International journal of finance & economics : IJFE
1
(
1996
)
4
,
pp. 263-273
Persistent link: https://www.econbiz.de/10001211528
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->