//--> //--> //-->
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:"Baillie, Richard"
~person:"Bossaerts, Peter L."
~person:"Lobato, Ignacio N."
~subject:"Devisenmarkt"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Wechselkurs
Devisenmarkt
Estimation theory
34
Schätztheorie
34
Theorie
16
Theory
16
Time series analysis
15
Zeitreihenanalyse
15
Estimation
8
Schätzung
8
Exchange rate
7
ARMA model
4
ARMA-Modell
4
Risikoprämie
4
Risk premium
4
Currency derivative
3
Forecasting model
3
Hedging
3
Prognoseverfahren
3
Regression analysis
3
Regressionsanalyse
3
USA
3
United States
3
VAR model
3
VAR-Modell
3
Volatility
3
Volatilität
3
Währungsderivat
3
ARFIMA
2
Autocorrelation
2
Autokorrelation
2
Black-Scholes model
2
Black-Scholes-Modell
2
CAPM
2
Confidence intervals
2
Deutschland
2
Foreign exchange market
2
Forward premium anomaly
2
Germany
2
Induktive Statistik
2
more ...
less ...
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Aufsatz im Buch
1
Book section
1
Language
All
English
8
Author
All
Baillie, Richard
Bossaerts, Peter L.
Lobato, Ignacio N.
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
Paul, M. Thomas
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
Lastrapes, William Dean
2
Maheswaran, S.
2
Maitra, Biswajit
2
Moosa, Imad A.
2
Mustafa, Muhammad
2
Naka, Atsuyuki
2
Nandakumar, Parameswar
2
Olubusoye, Olusanya E.
2
Ouliaris, Sam
2
Papaioannou, Michael G.
2
Pedram, Mehdi
2
Pradhan, Hemanta K.
2
more ...
less ...
Published in...
All
Journal of international money and finance
2
Econometric theory
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
Investigaciones económicas
1
Journal of econometrics
1
The journal of finance : the journal of the American Finance Association
1
The review of economic studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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
Saved in:
7
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:
8
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->