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subject:"Wechselkurs"
type:"article"
~person:"Cheung, Yin-Wong"
~person:"Lucas, André"
~subject:"Statistical distribution"
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Wechselkurs
Statistical distribution
Estimation theory
28
Schätztheorie
28
Theorie
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16
Time series analysis
12
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12
Estimation
8
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Statistical theory
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Cheung, Yin-Wong
Lucas, André
Nadarajah, Saralees
8
Wu, Ximing
8
Phillips, Peter C. B.
7
Hoga, Yannick
6
Paolella, Marc S.
6
Racine, Jeffrey
6
Chen, Yi-ting
5
Linton, Oliver
5
Parmeter, Christopher F.
5
Bollerslev, Tim
4
Goegebeur, Yuri
4
Guillou, Armelle
4
Harvey, Andrew C.
4
Härdle, Wolfgang
4
Peng, Liang
4
Wen, Kuangyu
4
White, Halbert
4
Arize, Augustine Chuck
3
Baillie, Richard
3
Bandi, Federico M.
3
Bladt, Martin
3
Calderín-Ojeda, Enrique
3
Caporale, Guglielmo Maria
3
Chan, Ngai Hang
3
Diebold, Francis X.
3
Fan, Jianqing
3
Gospodinov, Nikolaj
3
Guégan, Dominique
3
Hashorva, Enkelejd
3
Hou, Yanxi
3
Kim, Joseph H. T.
3
Kumar, Dilip
3
Lee, Sangyeol
3
Madan, Dilip B.
3
Masih, Abdul Mansur M.
3
Masih, Rumi
3
McDonald, James B.
3
Meng, Shengwang
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
International journal of finance & economics : IJFE
1
Journal of econometrics
1
Journal of financial econometrics
1
Journal of international money and finance
1
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ECONIS (ZBW)
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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
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:
3
A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model
Abadir, Karim Maher
;
Lucas, André
- In:
Journal of econometrics
119
(
2004
)
1
,
pp. 45-71
Persistent link: https://www.econbiz.de/10001943912
Saved in:
4
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
Saved in:
5
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:
6
Long memory in foreign-exchange rates
Cheung, Yin-Wong
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
1
,
pp. 93-101
Persistent link: https://www.econbiz.de/10001137097
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