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subject:"Wechselkurs"
type:"article"
~person:"Feng, Yuanhua"
~person:"Härdle, Wolfgang"
~person:"Swamy, Paravastu A. V. B."
~subject:"Risk measure"
~subject:"United States"
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Search: subject_exact:"Estimation theory"
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Wechselkurs
Risk measure
United States
Estimation theory
47
Schätztheorie
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24
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10
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11
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Feng, Yuanhua
Härdle, Wolfgang
Swamy, Paravastu A. V. B.
Caporale, Guglielmo Maria
5
Cheung, Yin-Wong
5
Diebold, Francis X.
5
Francq, Christian
5
Hoffman, Dennis L.
5
Maddala, Gangadharrao S.
5
Pittis, Nikitas
5
Racine, Jeffrey
5
Zakoïan, Jean-Michel
5
Atkinson, Scott Estes
4
Bera, Anil K.
4
Bollerslev, Tim
4
Conway, Karen Smith
4
Cornwell, Christopher Mark
4
Cox, Thomas Lee
4
Hansen, Christian Bailey
4
Heckman, James J.
4
Hoga, Yannick
4
Hou, Yanxi
4
Kumar, Dilip
4
Lesage, James P.
4
McDonald, James B.
4
Moschini, Giancarlo
4
Myers, Robert J.
4
Nelson, Charles R.
4
Peng, Liang
4
Pope, Rulon D.
4
Rasche, Robert H.
4
Siklos, Pierre L.
4
Stock, James H.
4
Swanson, Norman R.
4
Tauchen, George Eugene
4
Taylor, James W.
4
Todd, Petra
4
Wagner, Niklas F.
4
White, Halbert
4
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3
Ardia, David
3
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Applied quantitative finance
1
Econometric theory
1
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
Institutional arrangements for global economic integration
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of international money and finance
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of productivity analysis
1
Journal of risk
1
Nonparametric dynamic modelling
1
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ECONIS (ZBW)
11
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1
Semiparametric GARCH models with long memory applied to value-at-risk and expected shortfall
Letmathe, Sebastian
;
Feng, Yuanhua
;
Uhde, André
- In:
Journal of risk
25
(
2022
)
2
,
pp. 75-105
Persistent link: https://www.econbiz.de/10014342468
Saved in:
2
Time varying quantile Lasso
Härdle, Wolfgang
;
Wang, Weining
;
Zboňáková, L.
- In:
Applied quantitative finance
,
(pp. 331-353)
.
2017
Persistent link: https://www.econbiz.de/10011794971
Saved in:
3
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:
4
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:
5
Simultaneously modeling conditional heteroskedasticity and scale change
Feng, Yuanhua
- In:
Econometric theory
20
(
2004
)
3
,
pp. 563-596
Persistent link: https://www.econbiz.de/10002068275
Saved in:
6
Locally weighted autoregression
Feng, Yuanhua
;
Heiler, Siegfried
- In:
Institutional arrangements for global economic integration
,
(pp. 371-388)
.
2000
Persistent link: https://www.econbiz.de/10001533889
Saved in:
7
Locally weighted autoregression
Feng, Yuanhua
- In:
Econometrics in theory and practice : Festschrift for …
,
(pp. 101-117)
.
1998
Persistent link: https://www.econbiz.de/10001301452
Saved in:
8
A general method of deriving the inefficiencies of banks from a profit function
Akhavein, Jalal D.
;
Swamy, Paravastu A. V. B.
;
Taubman, …
- In:
Journal of productivity analysis
8
(
1997
)
1
,
pp. 71-93
Persistent link: https://www.econbiz.de/10001218572
Saved in:
9
Local polynomial estimators of the volatility function in nonparametric autoregression
Härdle, Wolfgang
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 223-242
Persistent link: https://www.econbiz.de/10001336796
Saved in:
10
A new method for volatility estimation with applications in foreign exchange rate series
Bossaerts, Peter L.
- In:
Finanzmarktanalyse und -prognose mit innovativen …
,
(pp. 71-83)
.
1996
Persistent link: https://www.econbiz.de/10001318071
Saved in:
1
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