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subject:"Wechselkurs"
type:"article"
~person:"Koedijk, Kees"
~person:"Maheswaran, S."
~person:"Parikh, Ashok K."
~subject:"Wechselkurspolitik"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Wechselkurs
Wechselkurspolitik
Estimation theory
29
Schätztheorie
29
Volatility
14
Volatilität
14
Theorie
10
Theory
10
Börsenkurs
9
Share price
9
Capital income
8
Kapitaleinkommen
8
ARCH model
6
ARCH-Modell
6
Estimation
6
Exchange rate
6
Random Walk
6
Random walk
6
Schätzung
6
Ausreißer
4
Bangladesch
4
Bangladesh
4
Bias
4
Outliers
4
Systematischer Fehler
4
Time series analysis
4
Zeitreihenanalyse
4
Brownian motion
3
Correlation
3
Devisenmarkt
3
Foreign exchange market
3
Korrelation
3
Robust statistics
3
Robustes Verfahren
3
Simulation
3
Stochastic process
3
Stochastischer Prozess
3
Volatility estimation
3
Bias correction
2
CAPM
2
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Article in journal
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6
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English
6
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Koedijk, Kees
Maheswaran, S.
Parikh, Ashok K.
Arize, Augustine Chuck
3
Baillie, Richard
3
Bollerslev, Tim
3
Caporale, Guglielmo Maria
3
Cheung, Yin-Wong
3
Diebold, Francis X.
3
Kamaiah, Bandi
3
Kumar, Dilip
3
Masih, Abdul Mansur M.
3
Masih, Rumi
3
Pittis, Nikitas
3
Racine, Jeffrey
3
Borowski, Didier
2
Brandt, Michael W.
2
Burns, Kelly
2
Couharde, Cécile
2
Ebrahimi, Maryam
2
Fong, Wai-mun
2
Hall, Stephen G.
2
Harvey, Andrew C.
2
Lastrapes, William Dean
2
Lobato, Ignacio N.
2
Maitra, Biswajit
2
Moosa, Imad A.
2
Mustafa, Muhammad
2
Olubusoye, Olusanya E.
2
Ouliaris, Sam
2
Paul, M. Thomas
2
Pedram, Mehdi
2
Rahman, A. K. M. Matiur
2
Rodriguez, Gabriel
2
Sahadevan, K. G.
2
Swamy, Paravastu A. V. B.
2
Tsay, Ruey S.
2
Wagner, Niklas F.
2
Abberger, Klaus
1
Abdullah, S. M.
1
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Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economics
1
Journal of foreign exchange and international finance : JFEIF
1
Journal of quantitative economics
1
Macroeconomics and finance in emerging market economies
1
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ECONIS (ZBW)
6
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1
Is USD-INR really an excessively volatile currency pair?
Kayal, Parthajit
;
Maheswaran, S.
- In:
Journal of quantitative economics
15
(
2017
)
2
,
pp. 329-342
Persistent link: https://www.econbiz.de/10012418291
Saved in:
2
Long memory in Indian exchange rates : an application of power-law scaling analysis
Kumar, Dilip
;
Maheswaran, S.
- In:
Macroeconomics and finance in emerging market economies
8
(
2015
)
1/3
,
pp. 90-107
Persistent link: https://www.econbiz.de/10011402342
Saved in:
3
An EMS target zone model in discrete time
Koedijk, Kees
- In:
Journal of applied econometrics
13
(
1998
)
1
,
pp. 31-48
Persistent link: https://www.econbiz.de/10001237950
Saved in:
4
Tests of real interest parity in international currency markets
Parikh, Ashok K.
- In:
Journal of economics
59
(
1994
)
2
,
pp. 167-191
Persistent link: https://www.econbiz.de/10001162184
Saved in:
5
Cointegration, error correction and dollar, pound exchange rate
Parikh, Ashok K.
- In:
Journal of foreign exchange and international finance : …
7
(
1993
)
2
,
pp. 157-168
Persistent link: https://www.econbiz.de/10001154816
Saved in:
6
Tail estimates of East European exchange rates
Koedijk, Kees
- In:
Journal of business & economic statistics : JBES ; a …
10
(
1992
)
1
,
pp. 83-96
Persistent link: https://www.econbiz.de/10001120242
Saved in:
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