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subject:"Wechselkurs"
~person:"Baillie, Richard"
~subject:"Interest rate parity"
~subject:"Prognoseverfahren"
~subject:"Risikoprämie"
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Wechselkurs
Interest rate parity
Prognoseverfahren
Risikoprämie
Estimation theory
30
Schätztheorie
30
Time series analysis
14
Zeitreihenanalyse
14
Theorie
12
Theory
12
Estimation
6
Regression analysis
6
Regressionsanalyse
6
Schätzung
6
Forecasting model
5
Risk premium
5
Currency derivative
4
Währungsderivat
4
ARMA model
3
ARMA-Modell
3
Exchange rate
3
VAR model
3
VAR-Modell
3
ARFIMA
2
Autocorrelation
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Autokorrelation
2
CAPM
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Capital income
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Confidence intervals
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Devisenmarkt
2
Dynamic regressions
2
Efficient market hypothesis
2
Effizienzmarkthypothese
2
Financial market
2
Finanzmarkt
2
Foreign exchange market
2
Forward premium anomaly
2
Induktive Statistik
2
Kapitaleinkommen
2
Nichtparametrisches Verfahren
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English
13
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Baillie, Richard
Swanson, Norman R.
31
Diebold, Francis X.
25
Corradi, Valentina
18
Marcellino, Massimiliano
18
Koop, Gary
17
McCracken, Michael W.
16
Pesaran, M. Hashem
16
Cai, Zongwu
15
Clark, Todd E.
14
Huber, Florian
14
Kapetanios, George
14
Brandt, Michael W.
13
Hyndman, Rob J.
13
Rossi, Barbara
13
Koopman, Siem Jan
12
Phillips, Peter C. B.
12
West, Kenneth D.
12
Chevillon, Guillaume
11
Gao, Jiti
11
Hendry, David F.
11
Kumar, Dilip
11
Athanasopoulos, George
10
Jordà, Òscar
10
Knüppel, Malte
10
Pittis, Nikitas
10
Sekhposyan, Tatevik
10
Vahid, Farshid
10
Xu, Ke-Li
10
Audrino, Francesco
9
Baltagi, Badi H.
9
Caporale, Guglielmo Maria
9
Dijk, Dick van
9
Franses, Philip Hans
9
Kan, Raymond
9
Lahiri, Kajal
9
Alizadeh, Sassan
8
Cheung, Yin-Wong
8
Lucas, André
8
Robotti, Cesare
8
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HFDF <1, 1995, Zürich>
2
HFDF <2, 1998, Zürich>
1
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Journal of empirical finance
4
Journal of international money and finance
3
International journal of forecasting
2
Journal of macroeconomics
1
The journal of finance : the journal of the American Finance Association
1
The review of economic studies
1
Working papers / Penn Institute for Economic Research
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ECONIS (ZBW)
13
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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
Bandwidth selection by cross-validation for forecasting long memory financial time series
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Journal of empirical finance
29
(
2014
),
pp. 129-143
Persistent link: https://www.econbiz.de/10011300500
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
Parametric vs. semiparametric long memory : comments on "Prediction from ARFIMA models : Comparison between MLE and semiparametric estimation"
Arteche, Josu
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 54-56
Persistent link: https://www.econbiz.de/10009581402
Saved in:
6
Prediction from ARFIMA models : comparisons between MLE and semiparametric estimation procedures
Baillie, Richard
;
Chaleampong Kongcharoen
;
Kapetanios, …
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 46-53
Persistent link: https://www.econbiz.de/10009581412
Saved in:
7
Special issue on high frequency data in finance
Baillie, Richard
(
contributor
); …
-
1997
Persistent link: https://www.econbiz.de/10001505850
Saved in:
8
Special issue on high frequency data in finance ; Pt. 1
Baillie, Richard
(
contributor
); …
-
1997
Persistent link: https://www.econbiz.de/10001224723
Saved in:
9
Cointegration, fractional cointegration, and exchange rate dynamics
Baillie, Richard
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 737-745
Persistent link: https://www.econbiz.de/10001169038
Saved in:
10
The long memory of the forward premium
Baillie, Richard
- In:
Journal of international money and finance
13
(
1994
)
5
,
pp. 565-571
Persistent link: https://www.econbiz.de/10001171001
Saved in:
1
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