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subject:"Wechselkurs"
type:"article"
~person:"Brandt, Michael W."
~person:"Lucas, André"
~person:"Mustafa, Muhammad"
~subject:"Short-run"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Wechselkurs
Short-run
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Estimation theory
20
Schätztheorie
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10
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Time series analysis
9
Zeitreihenanalyse
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Estimation
6
Schätzung
6
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Brandt, Michael W.
Lucas, André
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
Kim, Donggyu
7
Li, Yingying
7
Liu, Zhi
7
Mykland, Per A.
7
Ghysels, Eric
6
Hafner, Christian M.
6
Koopman, Siem Jan
6
Wang, Yazhen
6
Cheung, Yin-Wong
5
Fan, Jianqing
5
Jing, Bingyi
5
Silvennoinen, Annastiina
5
Taylor, Stephen
5
Zakoïan, Jean-Michel
5
Arize, Augustine Chuck
4
Arnerić, Josip
4
Aït-Sahalia, Yacine
4
Bossaerts, Peter L.
4
Clements, Adam
4
Diebold, Francis X.
4
Dufour, Jean-Marie
4
Elliott, Robert J.
4
Feng, Yuanhua
4
Fičura, Milan
4
Hwang, Eunju
4
Härdle, Wolfgang
4
Li, Wai Keung
4
Mancino, Maria Elvira
4
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4
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Indian journal of economics & business : IJEB
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
International journal of forecasting
1
Journal of financial econometrics
1
Journal of financial economics
1
The journal of finance : the journal of the American Finance Association
1
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ECONIS (ZBW)
8
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1
Fractional integration and fat tails for realized covariance kernels
Opschoor, Anne
;
Lucas, André
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 66-90
Persistent link: https://www.econbiz.de/10012054426
Saved in:
2
Score-driven exponentially weighted moving averages and Value-at-Risk forecasting
Lucas, André
;
Zhang, Xin
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 293-302
Persistent link: https://www.econbiz.de/10011596763
Saved in:
3
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:
4
Numerically accelerated importance sampling for nonlinear non-Gaussian state-space models
Koopman, Siem Jan
;
Lucas, André
;
Scharth, Marcel
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 114-127
Persistent link: https://www.econbiz.de/10011389921
Saved in:
5
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:
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
Outlier detection in cointegration analysis
Franses, Philip Hans
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 459-468
Persistent link: https://www.econbiz.de/10001251800
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