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subject:"Wechselkurs"
type:"article"
~person:"Bossaerts, Peter L."
~person:"Koedijk, Kees"
~person:"Lobato, Ignacio N."
~subject:"Devisenmarkt"
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Wechselkurs
Devisenmarkt
Estimation theory
16
Schätztheorie
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6
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Bossaerts, Peter L.
Koedijk, Kees
Lobato, Ignacio N.
Baillie, Richard
4
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.
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3
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3
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2
Borowski, Didier
2
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Couharde, Cécile
2
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2
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Fong, Wai-mun
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Hall, Stephen G.
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Econometric theory
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
Investigaciones económicas
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
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ECONIS (ZBW)
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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
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2
An EMS target zone model in discrete time
Koedijk, Kees
- In:
Journal of applied econometrics
13
(
1998
)
1
,
pp. 31-48
Persistent link: https://www.econbiz.de/10001237950
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3
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
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4
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
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5
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
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6
Tail estimates of East European exchange rates
Koedijk, Kees
- In:
Journal of business & economic statistics : JBES ; a …
10
(
1992
)
1
,
pp. 83-96
Persistent link: https://www.econbiz.de/10001120242
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