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subject:"Wechselkurs"
type:"article"
~person:"Baillie, Richard"
~person:"Bossaerts, Peter L."
~person:"Lobato, Ignacio N."
~person:"Maheswaran, S."
~person:"Paul, M. Thomas"
~subject:"Devisenmarkt"
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Wechselkurs
Devisenmarkt
Estimation theory
54
Schätztheorie
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19
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Baillie, Richard
Bossaerts, Peter L.
Lobato, Ignacio N.
Maheswaran, S.
Paul, M. Thomas
Bollerslev, Tim
4
Arize, Augustine Chuck
3
Caporale, Guglielmo Maria
3
Cheung, Yin-Wong
3
Diebold, Francis X.
3
Kumar, Dilip
3
Masih, Abdul Mansur M.
3
Masih, Rumi
3
Parikh, Ashok K.
3
Pittis, Nikitas
3
Racine, Jeffrey
3
Ashtekar, Medha
2
Borowski, Didier
2
Brandt, Michael W.
2
Burns, Kelly
2
Couharde, Cécile
2
Ebrahimi, Maryam
2
Feng, Yuanhua
2
Fong, Wai-mun
2
Hall, Stephen G.
2
Harvey, Andrew C.
2
Heiler, Siegfried
2
Härdle, Wolfgang
2
Koedijk, Kees
2
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2
Maitra, Biswajit
2
Moosa, Imad A.
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Mustafa, Muhammad
2
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2
Nandakumar, Parameswar
2
Olubusoye, Olusanya E.
2
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Journal of foreign exchange and international finance : JFEIF
2
Journal of international money and finance
2
Artha vijñāna : journal of the Gokhale Institute of Politics and Economics
1
Econometric theory
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
Investigaciones económicas
1
Journal of econometrics
1
Journal of quantitative economics
1
Macroeconomics and finance in emerging market economies
1
The journal of finance : the journal of the American Finance Association
1
The review of economic studies
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ECONIS (ZBW)
13
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Is USD-INR really an excessively volatile currency pair?
Kayal, Parthajit
;
Maheswaran, S.
- In:
Journal of quantitative economics
15
(
2017
)
2
,
pp. 329-342
Persistent link: https://www.econbiz.de/10012418291
Saved in:
2
Long memory in Indian exchange rates : an application of power-law scaling analysis
Kumar, Dilip
;
Maheswaran, S.
- In:
Macroeconomics and finance in emerging market economies
8
(
2015
)
1/3
,
pp. 90-107
Persistent link: https://www.econbiz.de/10011402342
Saved in:
3
A semiparametric two-step estimator in a multivariate long memory model
Lobato, Ignacio N.
- In:
Journal of econometrics
90
(
1999
)
1
,
pp. 129-153
Persistent link: https://www.econbiz.de/10001353790
Saved in:
4
Semiparametric estimation of seasonal long memory models : theory and an application to the modeling of exchange rates
Lobato, Ignacio N.
- In:
Investigaciones económicas
21
(
1997
)
2
,
pp. 273-295
Persistent link: https://www.econbiz.de/10001234521
Saved in:
5
A new method for volatility estimation with applications in foreign exchange rate series
Bossaerts, Peter L.
- In:
Finanzmarktanalyse und -prognose mit innovativen …
,
(pp. 71-83)
.
1996
Persistent link: https://www.econbiz.de/10001318071
Saved in:
6
The econometrics of learning in financial markets
Bossaerts, Peter L.
- In:
Econometric theory
11
(
1995
)
1
,
pp. 151-189
Persistent link: https://www.econbiz.de/10001176345
Saved in:
7
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:
8
The long memory of the forward premium
Baillie, Richard
- In:
Journal of international money and finance
13
(
1994
)
5
,
pp. 565-571
Persistent link: https://www.econbiz.de/10001171001
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9
The search for equilibrium relationships in international finance : the case of the monetary model
Baillie, Richard
- In:
Journal of international money and finance
10
(
1991
)
4
,
pp. 582-593
Persistent link: https://www.econbiz.de/10001114101
Saved in:
10
Intra-day and inter-market volatility in foreign exchange rates
Baillie, Richard
- In:
The review of economic studies
58
(
1991
)
4
,
pp. 565-585
Persistent link: https://www.econbiz.de/10001114302
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