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subject:"Wechselkurs"
type:"article"
~person:"Caporale, Guglielmo Maria"
~person:"Hall, Stephen G."
~person:"Härdle, Wolfgang"
~subject:"Nichtparametrisches Verfahren"
~subject:"Zinsstruktur"
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Search: subject_exact:"Estimation theory"
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Wechselkurs
Nichtparametrisches Verfahren
Zinsstruktur
Estimation theory
50
Schätztheorie
50
Theorie
20
Theory
20
Estimation
10
Schätzung
10
Time series analysis
10
Zeitreihenanalyse
10
Exchange rate
7
Regression analysis
7
Regressionsanalyse
7
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5
Nonparametric statistics
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English
15
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Caporale, Guglielmo Maria
Hall, Stephen G.
Härdle, Wolfgang
Li, Qi
34
Linton, Oliver
32
Su, Liangjun
24
Florens, Jean-Pierre
21
Racine, Jeffrey
21
Kumbhakar, Subal
20
Sun, Yiguo
20
Parmeter, Christopher F.
19
Ullah, Aman
19
Cai, Zongwu
18
Chen, Xiaohong
18
Chen, Songnian
17
Simar, Léopold
17
Gao, Jiti
16
Henderson, Daniel J.
14
Tsionas, Efthymios G.
14
Escanciano, Juan Carlos
13
Horowitz, Joel
13
Li, Degui
13
Phillips, Peter C. B.
13
Hoderlein, Stefan
12
Lewbel, Arthur
11
Mammen, Enno
11
Yao, Feng
11
Newey, Whitney K.
10
Otsu, Taisuke
10
Robinson, Peter M.
10
Van Keilegom, Ingrid
10
White, Halbert
10
Breunig, Christoph
9
Ichimura, Hidehiko
9
Ai, Chunrong
8
Carroll, Raymond J.
8
Fan, Jianqing
8
Fan, Yanqin
8
Hsiao, Cheng
8
Hsu, Yu-Chin
8
Kristensen, Dennis
8
Lu, Xun
8
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Econometric analysis of financial markets
1
Economic modelling
1
Economics essays : a Festschrift for Werner Hildenbrand
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
International journal of finance & economics : IJFE
1
International journal of theoretical and applied finance
1
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Journal of international money and finance
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Nonparametric dynamic modelling
1
Revue roumaine des sciences économiques
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
Confidence corridors for multivariate generalized quantile regression
Chao, Shih-Kang
;
Proksch, Katharina
;
Dette, Holger
; …
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 70-85
Persistent link: https://www.econbiz.de/10011704106
Saved in:
2
Adaptive interest rate modelling
Guo, Mengmeng
;
Härdle, Wolfgang
- In:
Journal of forecasting
36
(
2017
)
3
,
pp. 241-256
Persistent link: https://www.econbiz.de/10011729251
Saved in:
3
Sieve estimation of the minimal entropy martingale marginal density with application to pricing kernel estimation
Belomestny, Denis
;
Härdle, Wolfgang
;
Krymova, Ekaterina
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011734146
Saved in:
4
Uniform confidence bands for pricing kernels
Härdle, Wolfgang
;
Okhrin, Yarema
;
Wang, Weining
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 376-413
Persistent link: https://www.econbiz.de/10011339301
Saved in:
5
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:
6
The small sample properties of tests of the expectations hypothesis : a Monte Carlo investigation
Garganas, Eugenie
;
Hall, Stephen G.
- In:
International journal of finance & economics : IJFE
16
(
2011
)
2
,
pp. 152-171
Persistent link: https://www.econbiz.de/10009159751
Saved in:
7
Inhomogeneous dependence modeling with time-varying copulae
Giacomini, Enzo
;
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
2
,
pp. 224-234
Persistent link: https://www.econbiz.de/10003885784
Saved in:
8
Nonparametric estimation of additive models with homogeneous components
Härdle, Wolfgang
;
Kim, Woocheol
;
Tripathi, Gautam
- In:
Economics essays : a Festschrift for Werner Hildenbrand
,
(pp. 159-179)
.
2001
Persistent link: https://www.econbiz.de/10001597520
Saved in:
9
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:
10
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
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