//--> //--> //--> //-->
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:"Wechselkurs"
type:"article"
~person:"Arize, Augustine Chuck"
~person:"Bollerslev, Tim"
~person:"Caporale, Guglielmo Maria"
~person:"Hall, Stephen G."
~subject:"Heteroscedasticity"
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
Wechselkurs
Heteroscedasticity
Estimation theory
58
Schätztheorie
58
Theorie
22
Theory
22
Estimation
14
Schätzung
14
Time series analysis
14
Zeitreihenanalyse
14
Exchange rate
11
USA
7
United States
7
Volatility
7
Volatilität
7
Großbritannien
6
Kaufkraftparität
6
Purchasing power parity
6
Statistical error
6
Statistischer Fehler
6
United Kingdom
6
Modellierung
4
Scientific modelling
4
1973-1985
3
CAPM
3
Capital income
3
Cointegration
3
Devisenmarkt
3
Forecasting model
3
Foreign exchange market
3
High-frequency data
3
International economy
3
Internationale Wirtschaft
3
Japan
3
Kapitaleinkommen
3
Kointegration
3
Prognoseverfahren
3
South Korea
3
Südkorea
3
Autocorrelation
2
Autokorrelation
2
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
13
Author
All
Arize, Augustine Chuck
Bollerslev, Tim
Caporale, Guglielmo Maria
Hall, Stephen G.
Sun, Yixiao
9
Lütkepohl, Helmut
6
Yang, Zhenlin
5
Chao, John C.
4
Phillips, Peter C. B.
4
Swanson, Norman R.
4
Taylor, Robert
4
Woutersen, Tiemen
4
Baillie, Richard
3
Baltagi, Badi H.
3
Carnero, M. Angeles
3
Cavaliere, Giuseppe
3
Cheung, Yin-Wong
3
Diebold, Francis X.
3
Hall, Alastair R.
3
Hausman, Jerry A.
3
Hong, Yongmiao
3
Härdle, Wolfgang
3
Jin, Fei
3
Jin, Sainan
3
Kumar, Dilip
3
Masih, Abdul Mansur M.
3
Masih, Rumi
3
Newey, Whitney K.
3
Peel, David
3
Pittis, Nikitas
3
Pérez, Ana
3
Racine, Jeffrey
3
Ruiz, Esther
3
Silva, João Santos
3
Tsay, Ruey S.
3
Tu, Yundong
3
Vogelsang, Timothy J.
3
Xiao, Zhijie
3
Zhang, Zhengyu
3
Zhu, Ke
3
Andrews, Donald W. K.
2
more ...
less ...
Published in...
All
Applied economics letters
1
Econometric reviews
1
Economic modelling
1
International journal of financial research
1
International review of economics & finance : IREF
1
Journal of international money and finance
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Memo / Økonomisk Institut, Aarhus Universitet
1
Revue roumaine des sciences économiques
1
The International trade journal
1
The journal of finance : the journal of the American Finance Association
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)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A convenient method for the estimation of ARDL parameters and test statistics : USA trade balance and real effective exchange rate relation
Arize, Augustine Chuck
- In:
International review of economics & finance : IREF
50
(
2017
),
pp. 75-84
Persistent link: https://www.econbiz.de/10011754112
Saved in:
2
Several econometric tests of exchange rate efficiency for a few European countries
Agacer, Gilda M.
;
Arize, Augustine Chuck
;
Kallianiotis, …
- In:
International journal of financial research
6
(
2015
)
4
,
pp. 194-206
Persistent link: https://www.econbiz.de/10011405493
Saved in:
3
Is the relationship between prices and exchange rates homogeneous?
Hall, Stephen G.
;
Hondroyiannis, George B.
; …
- In:
Journal of international money and finance
37
(
2013
),
pp. 411-438
Persistent link: https://www.econbiz.de/10010209038
Saved in:
4
Non-normality, heteroscedasticity and recursive unit root tests of PPP : solving the PPP puzzle?
Caporale, Guglielmo Maria
;
Gregoriou, Andros
- In:
Applied economics letters
16
(
2009
)
1/3
,
pp. 223-226
Persistent link: https://www.econbiz.de/10003822964
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
Modelling the Romanian exchange rate : (1991 - 1995)
Hall, Stephen G.
;
Ciupagea, Constantin
- In:
Revue roumaine des sciences économiques
42
(
1997
)
1
,
pp. 43-69
Persistent link: https://www.econbiz.de/10001253859
Saved in:
8
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:
9
A reexamination of the demand for UK exports : evidence from an error correction model
Arize, Augustine Chuck
- In:
The International trade journal
10
(
1996
)
4
,
pp. 501-525
Persistent link: https://www.econbiz.de/10001207656
Saved in:
10
Cointegration, fractional cointegration, and exchange rate dynamics
Baillie, Richard
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 737-745
Persistent link: https://www.econbiz.de/10001169038
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->