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subject:"Stochastischer Prozess"
subject:"Volatility"
~subject:"Exchange rate"
~subject:"Forecasting model"
~type_genre:"Arbeitspapier"
~type_genre:"Übersichtsarbeit"
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Stochastischer Prozess
Volatility
Exchange rate
Forecasting model
Schätzung
35,981
Estimation
35,974
Theorie
7,574
Theory
7,574
USA
6,318
United States
6,309
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5,417
Germany
5,405
Welt
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Arbeitslosigkeit
1,571
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Zeitreihenanalyse
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1,401
Börsenkurs
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7
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McAleer, Michael
57
Marcellino, Massimiliano
44
Caporale, Guglielmo Maria
39
Härdle, Wolfgang
36
Belke, Ansgar
30
Pierdzioch, Christian
30
Gupta, Rangan
28
Pesaran, M. Hashem
27
Döpke, Jörg
23
Cheung, Yin-Wong
22
Hautsch, Nikolaus
22
Herwartz, Helmut
22
Huber, Florian
21
Kilian, Lutz
21
Koopman, Siem Jan
21
Clark, Todd E.
19
Gil-Alaña, Luis A.
19
Timmermann, Allan
19
Baumeister, Christiane
16
Chang, Chia-Lin
16
Franses, Philip Hans
15
Fritsche, Ulrich
15
Mumtaz, Haroon
15
Reitz, Stefan
15
Rodriguez, Gabriel
15
Diebold, Francis X.
14
Koop, Gary
14
MacDonald, Ronald
14
Rossi, Barbara
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Bollerslev, Tim
13
Kim, Hyeongwoo
13
Siliverstovs, Boriss
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Asai, Manabu
12
Beckmann, Joscha
12
Bos, Charles S.
12
Chinn, Menzie David
12
Schorfheide, Frank
12
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11
Hafner, Christian M.
11
Kapetanios, George
11
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Institut für Weltwirtschaft
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Federal Reserve Bank of St. Louis
6
University of Canterbury / Dept. of Economics and Finance
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Federal Reserve System / Division of Research and Statistics
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National Bureau of Economic Research
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Centre for Analytical Finance <Århus>
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Ekonomiska forskningsinstitutet <Stockholm>
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Federal Reserve Bank of Cleveland
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Queen Mary College / Department of Economics
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Türkiye Cumhuriyet Merkez Bankası
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University of Strathclyde / Department of Economics
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Chambre de commerce et d'industrie de Paris
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Federal Reserve Bank of New York
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Forschungsinstitut zur Zukunft der Arbeit
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Institute of European Finance <Bangor, Gwynedd>
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Internationaler Währungsfonds / Research Department
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Kansantaloustieteen Laitos <Tampere>
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National Institute of Economic and Social Research
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
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Australian National University / Faculty of Economics and Commerce
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Birkbeck College / Department of Economics
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Erasmus Research Institute of Management
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Federal Reserve System / Board of Governors
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Innocenzo Gasparini Institute for Economic Research <Mailand>
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International Monetary Fund
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School of Economics, Mathematics and Statistics <London>
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Suntory-Toyota International Centre for Economics and Related Disciplines
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University of Exeter / Department of Economics
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Australian National University / Centre for Economic Policy Research
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Bonn Graduate School of Economics
1
Boston College / Department of Economics
1
Business Information Centre <Toronto>
1
Center for Economic Analysis of Human Behavior and Social Institutions, National Bureau of Economic Research, inc.
1
Center for Economic Research <Tilburg>
1
Centre for Economic Policy Research
1
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Working paper / National Bureau of Economic Research, Inc.
155
Working paper
127
Discussion paper / Centre for Economic Policy Research
120
CESifo working papers
118
Discussion paper / Tinbergen Institute
88
Discussion papers / CEPR
63
Discussion paper
47
SFB 649 discussion paper
47
Finance and economics discussion series
46
Research paper series / Swiss Finance Institute
44
Discussion paper / Deutsche Bundesbank
43
IMF working papers
43
Discussion papers / Deutsches Institut für Wirtschaftsforschung
42
Kiel working paper
39
Discussion paper series / IZA
38
CFS working paper series
37
Econometric Institute research papers
35
Working paper series / European Central Bank
33
CREATES research paper
31
Working papers
31
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
30
Staff reports / Federal Reserve Bank of New York
27
Department of Economics working paper series
25
International finance discussion papers
25
Discussion papers of interdisciplinary research project 373
24
Kieler Arbeitspapiere
24
Swiss Finance Institute Research Paper
23
Working paper series
22
Federal Reserve Bank of Cleveland working paper series
21
Working papers / Bank for International Settlements
21
Economics and finance working paper series
20
IES working paper
20
FIW working paper
18
IMF working paper
18
Ruhr economic papers
18
Documentos de trabajo / Banco de España
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KOF working papers
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Staff working papers / Bank of England
17
CAMA working paper series
16
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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ECONIS (ZBW)
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3491
Nominal exchange rate regimes and the real exchange rate evidence from the US and Britain, 1885 - 1986
Grilli, Vittorio U.
;
Kaminsky, Graciela L.
-
1989
Persistent link: https://www.econbiz.de/10000774260
Saved in:
3492
Exchange-rate dynamics under stochastic regime shifts : a unified approach
Froot, Kenneth
;
Obstfeld, Maurice
-
1989
Persistent link: https://www.econbiz.de/10000778244
Saved in:
3493
Exchange rate dynamics under stochastic regime shifts : a unified approach
Froot, Kenneth
;
Obstfeld, Maurice
-
1989
Persistent link: https://www.econbiz.de/10000761140
Saved in:
3494
Alternative models for conditional stock volatility
Pagan, Adrian R.
;
Schwert, George William
-
1989
Persistent link: https://www.econbiz.de/10000765771
Saved in:
3495
On fiscal policies, external imbalances and fundamental equilibrium exchange rates
Alogoskouphēs, Giōrgos
-
1989
Persistent link: https://www.econbiz.de/10000766668
Saved in:
3496
Forecasting Australian monetary aggregates
Swamy, Paravastu A. V. B.
;
Tavlas, George S.
-
1989
Persistent link: https://www.econbiz.de/10000982055
Saved in:
3497
Forecasting pre-World War I inflation : the Fisher effect revisited
Barsky, Robert B.
;
DeLong, James Bradford
-
1988
Persistent link: https://www.econbiz.de/10000757702
Saved in:
3498
Meteor showers or heat waves? : heteroskedastic intra-daily volatility in the foreign exchange market
Engle, Robert F.
;
Itō, Takatoshi
;
Lin, Wen-ling Tsai
-
1988
Persistent link: https://www.econbiz.de/10000757954
Saved in:
3499
Exchange rates, innovations and forecasting
Wolff, Christiaan Cornelis Petrus
-
1987
Persistent link: https://www.econbiz.de/10000722316
Saved in:
3500
Recent estimates of time-variation in the conditional variance and in the exchange risk premium
Frankel, Jeffrey A.
-
1987
Persistent link: https://www.econbiz.de/10000730437
Saved in:
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