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subject:"Wechselkurs"
type:"article"
~person:"Arize, Augustine Chuck"
~person:"Brandt, Michael W."
~person:"Caporale, Guglielmo Maria"
~person:"Cheung, Yin-Wong"
~person:"Hall, Stephen G."
~person:"Harvey, Andrew C."
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Search: subject_exact:"Estimation theory"
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Wechselkurs
Estimation theory
74
Schätztheorie
74
Theorie
33
Theory
33
Time series analysis
26
Zeitreihenanalyse
26
Estimation
16
Schätzung
16
Exchange rate
15
USA
10
United States
10
Kaufkraftparität
8
Purchasing power parity
8
Volatility
8
Volatilität
8
Großbritannien
7
United Kingdom
7
Modellierung
5
Scientific modelling
5
Statistical error
5
Statistischer Fehler
5
Deutschland
4
Forecasting model
4
Germany
4
Japan
4
Prognoseverfahren
4
1973-1985
3
Börsenkurs
3
Capital income
3
Cointegration
3
International economy
3
Internationale Wirtschaft
3
Kapitaleinkommen
3
Kointegration
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Share price
3
South Korea
3
Statistical test
3
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1
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Book / Working Paper
18
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15
Aufsatz in Zeitschrift
15
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English
15
Author
All
Arize, Augustine Chuck
Brandt, Michael W.
Caporale, Guglielmo Maria
Cheung, Yin-Wong
Hall, Stephen G.
Harvey, Andrew C.
Baillie, Richard
3
Bollerslev, Tim
3
Diebold, Francis X.
3
Kumar, Dilip
3
Masih, Abdul Mansur M.
3
Masih, Rumi
3
Pittis, Nikitas
3
Racine, Jeffrey
3
Borowski, Didier
2
Bossaerts, Peter L.
2
Burns, Kelly
2
Couharde, Cécile
2
Ebrahimi, Maryam
2
Feng, Yuanhua
2
Fong, Wai-mun
2
Heiler, Siegfried
2
Härdle, Wolfgang
2
Koedijk, Kees
2
Lastrapes, William Dean
2
Lobato, Ignacio N.
2
Maheswaran, S.
2
Maitra, Biswajit
2
Moosa, Imad A.
2
Mustafa, Muhammad
2
Olubusoye, Olusanya E.
2
Ouliaris, Sam
2
Papaioannou, Michael G.
2
Parikh, Ashok K.
2
Paul, M. Thomas
2
Pedram, Mehdi
2
Rahman, A. K. M. Matiur
2
Rodriguez, Gabriel
2
Swamy, Paravastu A. V. B.
2
Tandon, Deepak
2
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Journal of international money and finance
2
Economic modelling
1
International journal of finance & economics : IJFE
1
International journal of financial research
1
International review of economics & finance : IREF
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of financial economics
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
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
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ECONIS (ZBW)
15
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1
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10
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15
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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
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:
4
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:
5
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
- In:
Journal of financial economics
63
(
2002
)
2
,
pp. 161-210
Persistent link: https://www.econbiz.de/10001636757
Saved in:
6
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:
7
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:
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
Testing for a slowly changing level with special reference to stochastic volatility
Harvey, Andrew C.
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 167-189
Persistent link: https://www.econbiz.de/10001248302
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:
1
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