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subject:"Großbritannien"
subject:"Wechselkurs"
~person:"Cheung, Yin-Wong"
~person:"Diebold, Francis X."
~person:"Pittis, Nikitas"
~subject:"Time series analysis"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Wechselkurs
Time series analysis
Estimation theory
38
Schätztheorie
38
Theorie
25
Theory
25
Estimation
13
Schätzung
13
Zeitreihenanalyse
12
USA
10
United States
10
Exchange rate
9
Volatility
5
Volatilität
5
Forecasting model
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Prognoseverfahren
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Kanada
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2
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21
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Cheung, Yin-Wong
Diebold, Francis X.
Pittis, Nikitas
Phillips, Peter C. B.
30
Leybourne, Stephen James
18
Harvey, Andrew C.
17
Johansen, Søren
17
Teräsvirta, Timo
17
Taylor, Robert
16
Gao, Jiti
15
Linton, Oliver
15
Lütkepohl, Helmut
15
Baillie, Richard
14
Chambers, Marcus J.
14
Hassler, Uwe
14
Perron, Pierre
13
Hendry, David F.
11
Kapetanios, George
11
Mills, Terence C.
11
Robinson, Peter M.
11
Tauchen, George Eugene
11
Bollerslev, Tim
10
Chen, Xiaohong
10
Engle, Robert F.
10
Koop, Gary
10
Xiao, Zhijie
10
Zhu, Ke
10
Chan, Ngai Hang
9
Franses, Philip Hans
9
Granger, C. W. J.
9
Harvey, David I.
9
Hong, Yongmiao
9
Koopman, Siem Jan
9
Li, Jia
9
Li, Qi
9
Lucas, André
9
McElroy, Tucker
9
Nelson, Daniel B.
9
Stock, James H.
9
Sun, Yixiao
9
Watson, Mark W.
9
Westerlund, Joakim
9
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Economic modelling
2
International journal of finance & economics : IJFE
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of international money and finance
2
The journal of finance : the journal of the American Finance Association
2
Applied economics letters
1
Business cycles, indicators, and forecasting
1
Econometric theory
1
Economics letters
1
Journal of applied econometrics
1
Journal of economic surveys
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Oxford bulletin of economics and statistics
1
The American economic review
1
The review of economic studies
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
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ECONIS (ZBW)
21
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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
IGARCH models and structural breaks
Caporale, Guglielmo Maria
;
Pittis, Nikitas
;
Spagnolo, Nicola
- In:
Applied economics letters
10
(
2003
)
12
,
pp. 765-768
Persistent link: https://www.econbiz.de/10001819341
Saved in:
5
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:
6
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:
7
Efficient estimation of cointegration vectors and testing for causality in vector autoregressions
Caporale, Guglielmo Maria
;
Pittis, Nikitas
- In:
Journal of economic surveys
13
(
1999
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10001255599
Saved in:
8
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:
9
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:
10
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:
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