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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."
~subject:"Börsenkurs"
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Search: subject_exact:"Estimation theory"
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Wechselkurs
Börsenkurs
Estimation theory
64
Schätztheorie
64
Theorie
29
Theory
29
Time series analysis
26
Zeitreihenanalyse
26
Estimation
14
Schätzung
14
Exchange rate
12
USA
9
United States
9
Volatility
7
Volatilität
7
Großbritannien
6
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Modellierung
5
Scientific modelling
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Statistical error
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Statistischer Fehler
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Prognoseverfahren
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Monte Carlo simulation
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Share price
3
Statistical test
3
Statistischer Test
3
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3
Stochastischer Prozess
3
Yield curve
3
Zinsstruktur
3
Canada
2
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Book / Working Paper
18
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15
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15
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English
15
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Brandt, Michael W.
Caporale, Guglielmo Maria
Cheung, Yin-Wong
Hall, Stephen G.
Harvey, Andrew C.
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
Shephard, Neil G.
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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International journal of finance & economics : IJFE
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Journal of international money and finance
2
Economic modelling
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)
15
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15
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Modelling the Romanian exchange rate : (1991 - 1995)
Hall, Stephen G.
;
Ciupagea, Constantin
- In:
Revue roumaine des sciences économiques
42
(
1997
)
1
,
pp. 43-69
Persistent link: https://www.econbiz.de/10001253859
Saved in:
10
Modelling the sterling-deutschmark exchange rate : non-linear dependence and thick tails
Caporale, Guglielmo Maria
- In:
Economic modelling
13
(
1996
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10001204716
Saved in:
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