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subject:"Wechselkurs"
type:"article"
~isPartOf:"Applied economics"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of foreign exchange and international finance : JFEIF"
~isPartOf:"Journal of policy modeling : JPMOD ; a social science forum of world issues"
~subject:"1970-1985"
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Search: subject_exact:"Estimation theory"
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Wechselkurs
1970-1985
Estimation theory
345
Schätztheorie
345
Estimation
103
Schätzung
102
Theorie
86
Theory
86
Time series analysis
75
Zeitreihenanalyse
75
Regression analysis
32
Regressionsanalyse
32
Cointegration
25
Kointegration
25
Nichtparametrisches Verfahren
24
Nonparametric statistics
24
Panel
24
Panel study
24
Volatility
24
Volatilität
24
Monte Carlo simulation
23
Monte-Carlo-Simulation
23
USA
21
United States
21
ARCH model
19
ARCH-Modell
19
Forecasting model
19
Prognoseverfahren
19
Statistical test
19
Statistischer Test
19
Bayes-Statistik
17
Bayesian inference
17
Exchange rate
16
Börsenkurs
14
Großbritannien
14
Share price
14
Stochastic process
14
Stochastischer Prozess
14
United Kingdom
14
Welt
14
World
14
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17
Aufsatz in Zeitschrift
17
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English
17
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Caporale, Guglielmo Maria
2
Pittis, Nikitas
2
Ali, Faek Menla
1
Burns, Kelly
1
Chiu, Sheng-hsiung
1
Cushman, David O.
1
Dheeriya, Prakash L.
1
Grabowski, Wojciech
1
Hassapis, Christis
1
Hunter, John
1
Jayasinghe, Prabhath
1
Kim, Suk-Joong
1
Kulkarni, Kishore K.
1
Kulkarni, Sujata
1
Li, Chang-shuai
1
Lin, Chiun-sin
1
Lin, Tzu-yu
1
Moosa, Imad A.
1
Nandakumar, Parameswar
1
Parikh, Ashok K.
1
Paul, M. Thomas
1
Perera, Nelson
1
Pradhan, Hemanta K.
1
Swamy, Paravastu A. V. B.
1
Thurman, Stephan S.
1
Tinaikar, Durgesh S.
1
Tsui, Albert K.
1
Welfe, Aleksander
1
Zhang, Zhaoyong
1
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Applied economics
Economic modelling
Journal of foreign exchange and international finance : JFEIF
Journal of policy modeling : JPMOD ; a social science forum of world issues
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
International journal of economics and financial issues : IJEFI
8
Economics letters
6
International economic journal
6
Journal of applied econometrics
6
Journal of econometrics
6
Journal of international money and finance
6
International journal of finance & economics : IJFE
4
Journal of forecasting
4
Research in international business and finance
4
Theoretical economics letters
4
CBN journal of applied statistics
3
International journal of economics and finance
3
International journal of monetary economics and finance
3
Journal of economic integration
3
Journal of empirical finance
3
Seoul journal of economics
3
The journal of finance : the journal of the American Finance Association
3
Afro-Asian Journal of Finance and Accounting : AAJFA
2
Applied economics letters
2
Artha vijñāna : journal of the Gokhale Institute of Politics and Economics
2
Econometric reviews
2
Economic notes : economic review of Banca Monte dei Paschi di Siena
2
Economic systems
2
Financial engineering and the Japanese markets
2
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
2
Indian journal of economics & business : IJEB
2
International journal of financial research
2
International journal of forecasting
2
International review of financial analysis
2
Journal of banking & finance
2
Journal of economic development
2
Journal of international economics
2
Journal of international financial markets, institutions & money
2
Journal of money, credit and banking : JMCB
2
Journal of risk and financial management : JRFM
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ECONIS (ZBW)
17
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1
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17
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1
The Tobit cointegrated vector autoregressive model : an application to the currency market
Grabowski, Wojciech
;
Welfe, Aleksander
- In:
Economic modelling
89
(
2020
),
pp. 88-100
Persistent link: https://www.econbiz.de/10012425926
Saved in:
2
Error correction modelling and dynamic specifications as a conduit to outperforming the random walk in exchange rate forecasting
Moosa, Imad A.
;
Burns, Kelly
- In:
Applied economics
46
(
2014
)
25/27
,
pp. 3107-3118
Persistent link: https://www.econbiz.de/10010418113
Saved in:
3
Money demand instability and real exchange rate persistence in the monetary model of USD-JPY exchange rate
Hunter, John
;
Ali, Faek Menla
- In:
Economic modelling
40
(
2014
),
pp. 42-51
Persistent link: https://www.econbiz.de/10010425740
Saved in:
4
New estimates of time-varying currency betas : a trivariate BEKK approach
Jayasinghe, Prabhath
;
Tsui, Albert K.
;
Zhang, Zhaoyong
- In:
Economic modelling
42
(
2014
),
pp. 128-139
Persistent link: https://www.econbiz.de/10010478223
Saved in:
5
Common persistence in conditional variance : a reconsideration
Li, Chang-shuai
- In:
Economic modelling
29
(
2012
)
5
,
pp. 1809-1819
Persistent link: https://www.econbiz.de/10009667096
Saved in:
6
Empirical mode decomposition-based least squares support vector regression for foreign exchange rate forecasting
Lin, Chiun-sin
;
Chiu, Sheng-hsiung
;
Lin, Tzu-yu
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2583-2590
Persistent link: https://www.econbiz.de/10009673658
Saved in:
7
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:
8
Testing the rationality of exchange rate and interest rate expectations : an empirical study of Australian survey-based expectations
Kim, Suk-Joong
- In:
Applied economics
29
(
1997
)
8
,
pp. 1011-1022
Persistent link: https://www.econbiz.de/10001227145
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
Monetary policy and exchange rates in selected Asian countries : a cointegration approach
Perera, Nelson
- In:
Journal of foreign exchange and international finance : …
8
(
1994
)
3
,
pp. 318-328
Persistent link: https://www.econbiz.de/10001186350
Saved in:
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