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subject:"Wechselkurs"
type:"article"
~person:"Brandt, Michael W."
~person:"Diebold, Francis X."
~person:"Mustafa, Muhammad"
~subject:"Short-run"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Wechselkurs
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Estimation theory
19
Schätztheorie
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11
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7
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Brandt, Michael W.
Diebold, Francis X.
Mustafa, Muhammad
Kumar, Dilip
16
Maheswaran, S.
14
Todorov, Viktor
12
Li, Jia
11
Tauchen, George Eugene
11
Teräsvirta, Timo
9
Bollerslev, Tim
8
Andersen, Torben
7
Francq, Christian
7
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7
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7
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7
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7
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6
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6
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6
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6
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5
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5
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5
Silvennoinen, Annastiina
5
Taylor, Stephen
5
Zakoïan, Jean-Michel
5
Arize, Augustine Chuck
4
Arnerić, Josip
4
Aït-Sahalia, Yacine
4
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4
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4
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4
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Li, Wai Keung
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4
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Indian journal of economics & business : IJEB
2
The journal of finance : the journal of the American Finance Association
2
Journal of applied econometrics
1
Journal of financial economics
1
The review of economic studies
1
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ECONIS (ZBW)
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1
Triangular dynamic causal relationships of exports, FDI and exchange rate : the India-US case
Rahman, A. K. M. Matiur
;
Mustafa, Muhammad
- In:
Indian journal of economics & business : IJEB
14
(
2015
)
3
,
pp. 399-412
Persistent link: https://www.econbiz.de/10011452896
Saved in:
2
Triangular dynamic causal relationships of exports, FDI and exchange rate : the India-US case
Rahman, A. K. M. Matiur
;
Mustafa, Muhammad
- In:
Indian journal of economics & business : IJEB
14
(
2015
)
1
,
pp. 67-80
Persistent link: https://www.econbiz.de/10011381629
Saved in:
3
On the correlation structure of microstructure noise : a financial economic approach
Diebold, Francis X.
;
Strasser, Georg
- In:
The review of economic studies
80
(
2013
)
4
,
pp. 1304-1337
Persistent link: https://www.econbiz.de/10010202113
Saved in:
4
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:
5
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:
6
On cointegration and exchange rate dynamics
Diebold, Francis X.
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 727-735
Persistent link: https://www.econbiz.de/10001169036
Saved in:
7
The dynamics of exchange rate volatility : a multivariate latent factor ARCH model
Diebold, Francis X.
- In:
Journal of applied econometrics
4
(
1989
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10001071192
Saved in:
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