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subject:"Wechselkurs"
~person:"Baillie, Richard"
~person:"Chauveau, Thierry"
~person:"Engle, Robert F."
~person:"Pittis, Nikitas"
~subject:"Risikoprämie"
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Search: subject_exact:"Estimation theory"
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Wechselkurs
Risikoprämie
Estimation theory
120
Schätztheorie
120
Time series analysis
56
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56
Theorie
47
Theory
47
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21
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21
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14
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14
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14
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Baillie, Richard
Chauveau, Thierry
Engle, Robert F.
Pittis, Nikitas
Diebold, Francis X.
14
Brandt, Michael W.
13
Alizadeh, Sassan
8
Kan, Raymond
8
Robotti, Cesare
8
Benigno, Pierpaolo
7
Cheung, Yin-Wong
7
Benigno, Gianluca
6
Caporale, Guglielmo Maria
6
Härdle, Wolfgang
6
Nisticò, Salvatore
6
Bekaert, Geert
5
Craig, Ben R.
5
Hodrick, Robert J.
5
Kleibergen, Frank
5
Kong, Lingwei
5
Santa-Clara, Pedro
5
Zhan, Zhaoguo
5
Bollerslev, Tim
4
Franses, Philip Hans
4
Gardeazabal, Javier
4
Guirguis, Michel
4
Keller, Joachim G.
4
Martin, Vance
4
Monfort, Alain
4
Pegoraro, Fulvio
4
Shanken, Jay
4
Arize, Augustine Chuck
3
Burns, Kelly
3
Fujii, Eiji
3
Hafner, Christian M.
3
Hall, Stephen G.
3
Halttunen, Hannu
3
Heid, Frank
3
Khalaf, Lynda
3
Koedijk, Kees
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Discussion paper / Centre for Economic Forecasting
4
Journal of international money and finance
3
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2
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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1
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ECONIS (ZBW)
21
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1
A new test for market efficiency and uncovered interest parity
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
-
2022
-
This draft: November 3, 2022
Persistent link: https://www.econbiz.de/10013502181
Saved in:
2
A new test for market efficiency and uncovered interest parity
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
- In:
Journal of international money and finance
130
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248790
Saved in:
3
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
4
Time variation in the standard forward premium regression : some new models and tests
Baillie, Richard
;
Cho, Dooyeon
- In:
Journal of empirical finance
29
(
2014
),
pp. 52-63
Persistent link: https://www.econbiz.de/10011300505
Saved in:
5
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:
6
Parameter instability, superexogeneity and the monetary model of the exchange rate
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
1998
Persistent link: https://www.econbiz.de/10000978635
Saved in:
7
Parameter instability, superexogeneity and the monetary model of the exchange rate
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
1998
Persistent link: https://www.econbiz.de/10000650908
Saved in:
8
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
Saved in:
9
Modelling the sterling-deutschmark exchange rate : non-linear dependence and thick tails
Caporale, Guglielmo Maria
- In:
Economic modelling
13
(
1996
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10001204716
Saved in:
10
Non-observable noises as a possible cause of conditional heteroscedasticity : the case of intraday exchange rates
Chauveau, Thierry
;
Topol, Richard
-
1996
Persistent link: https://www.econbiz.de/10000950013
Saved in:
1
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