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subject:"Wechselkurs"
type:"article"
~person:"Brandt, Michael W."
~person:"Caporale, Guglielmo Maria"
~person:"Cheung, Yin-Wong"
~person:"Hall, Stephen G."
~person:"Harvey, Andrew C."
~person:"Shephard, Neil G."
~subject:"Börsenkurs"
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Search: subject_exact:"Estimation theory"
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Wechselkurs
Börsenkurs
Estimation theory
78
Schätztheorie
78
Theorie
34
Theory
34
Time series analysis
29
Zeitreihenanalyse
29
Estimation
16
Schätzung
15
Exchange rate
12
USA
9
United States
9
Volatility
9
Volatilität
9
Großbritannien
7
United Kingdom
7
Share price
6
Capital income
5
Forecasting model
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Kapitaleinkommen
5
Modellierung
5
Prognoseverfahren
5
Scientific modelling
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Statistical error
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Statistischer Fehler
5
ARCH model
4
ARCH-Modell
4
Correlation
4
Deutschland
4
Germany
4
Kaufkraftparität
4
Korrelation
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Purchasing power parity
4
Japan
3
Multivariate Analyse
3
Multivariate analysis
3
Statistical distribution
3
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Book / Working Paper
19
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18
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English
18
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Brandt, Michael W.
Caporale, Guglielmo Maria
Cheung, Yin-Wong
Hall, Stephen G.
Harvey, Andrew C.
Shephard, Neil G.
Maheswaran, S.
11
Tauchen, George Eugene
9
Kumar, Dilip
8
Li, Jia
8
Todorov, Viktor
7
Kim, Donggyu
6
Bollerslev, Tim
5
Engle, Robert F.
5
Faff, Robert W.
5
Feng, Yuanhua
5
Wang, Yazhen
5
Allen, David E.
4
Bauwens, Luc
4
Diebold, Francis X.
4
Fong, Wai-mun
4
Francq, Christian
4
Mills, Terence C.
4
Rodrigues, Paulo M. M.
4
Sentana, Enrique
4
Taylor, Stephen
4
Tse, Yiu Kuen
4
Zakoïan, Jean-Michel
4
Arize, Augustine Chuck
3
Baillie, Richard
3
Brooks, Robert
3
Corhay, Albert
3
Fičura, Milan
3
Heiler, Siegfried
3
Härdle, Wolfgang
3
Kamaiah, Bandi
3
Kim, Myung-jig
3
Krämer, Walter
3
Kunitomo, Naoto
3
Lee, Kyungsub
3
Li, Yingying
3
Luger, Richard
3
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Journal of econometrics
4
International journal of finance & economics : IJFE
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of international money and finance
2
Economic modelling
1
Journal of financial econometrics : official journal of the Society for Financial 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 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)
18
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1
Econometric analysis of multivariate realised QML : estimation of the covariation of equity prices under asynchronous trading
Shephard, Neil G.
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
1
,
pp. 19-42
Persistent link: https://www.econbiz.de/10011917413
Saved in:
2
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 16-30
Persistent link: https://www.econbiz.de/10010258286
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
Dynamics of trade-by-trade price movements: decomposition and models
Rydberg, Tina Hvild
;
Shephard, Neil G.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 2-25
Persistent link: https://www.econbiz.de/10002220788
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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:
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