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subject:"Wechselkurs"
type:"article"
~person:"Brandt, Michael W."
~person:"Caporale, Guglielmo Maria"
~person:"Hall, Stephen G."
~person:"Harvey, Andrew C."
~subject:"United Kingdom"
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Search: subject_exact:"Estimation theory"
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Wechselkurs
United Kingdom
Estimation theory
51
Schätztheorie
51
Time series analysis
23
Zeitreihenanalyse
23
Theorie
20
Theory
20
Estimation
9
Exchange rate
9
Schätzung
9
USA
7
United States
7
Großbritannien
6
Statistical error
5
Statistischer Fehler
5
Volatility
5
Volatilität
5
Modellierung
4
Scientific modelling
4
Deutschland
3
Germany
3
Statistical test
3
Statistischer Test
3
Stochastic process
3
Stochastischer Prozess
3
Capital income
2
Causality analysis
2
Cointegration
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2
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2
France
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Frankreich
2
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2
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2
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2
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2
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Book / Working Paper
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12
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12
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1
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English
13
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Brandt, Michael W.
Caporale, Guglielmo Maria
Hall, Stephen G.
Harvey, Andrew C.
Diebold, Francis X.
5
Baillie, Richard
4
Bhattacharyya, Dilip K.
4
Blundell, Richard W.
4
Bollerslev, Tim
4
Cuthbertson, Keith
4
Patterson, Kerry D.
4
Pittis, Nikitas
4
Arize, Augustine Chuck
3
Chambers, Marcus J.
3
Cheung, Yin-Wong
3
Ericsson, Neil R.
3
Georgoutsos, Demetris A.
3
Hildenbrand, Werner
3
Härdle, Wolfgang
3
Kouretas, Georgios P.
3
Kumar, Dilip
3
Masih, Abdul Mansur M.
3
Masih, Rumi
3
Mills, Terence C.
3
Parikh, Ashok K.
3
Paul, M. Thomas
3
Peel, David
3
Racine, Jeffrey
3
Swamy, Paravastu A. V. B.
3
Allen, David E.
2
Ashtekar, Medha
2
Bekaert, Geert
2
Borowski, Didier
2
Bossaerts, Peter L.
2
Burns, Kelly
2
Burton, Michael P.
2
Couharde, Cécile
2
Cunningham, Alastair W. F.
2
Ebrahimi, Maryam
2
Favero, Carlo A.
2
Feng, Yuanhua
2
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Economic modelling
2
Econometric analysis of financial markets
1
Journal of applied econometrics
1
Journal of econometrics
1
Journal of economic integration
1
Journal of financial economics
1
Journal of international money and finance
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)
13
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1
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:
2
Multi-factor Gegenbauer processes and European inflation rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Journal of economic integration
26
(
2011
)
2
,
pp. 386-409
Persistent link: https://www.econbiz.de/10009154740
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
Unit roots and long-run causality : investigating the relationship between output, money and interest rates
Caporale, Guglielmo Maria
- In:
Economic modelling
15
(
1998
)
1
,
pp. 91-112
Persistent link: https://www.econbiz.de/10001247848
Saved in:
8
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:
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:
1
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