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type_genre:"Sammelwerk"
~accessRights:"free"
~person:"Diebold, Francis X."
~person:"Kohn, Robert"
~person:"Ullah, Aman"
~subject:"Currency derivative"
~subject:"Devisenmarkt"
~subject:"Statistical test"
~subject:"Stichprobenerhebung"
~subject:"Theorie"
~subject:"USA"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Currency derivative
Devisenmarkt
Statistical test
Stichprobenerhebung
Theorie
USA
Estimation theory
17
Schätztheorie
17
Theory
8
Bayes-Statistik
3
Bayesian inference
3
Capital income
3
Estimation
3
Exchange rate
3
Forecasting model
3
Kapitaleinkommen
3
Prognoseverfahren
3
Schätzung
3
Structural break
3
Strukturbruch
3
Time series analysis
3
Volatility
3
Volatilität
3
Wechselkurs
3
Zeitreihenanalyse
3
Correlation
2
Korrelation
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Regression analysis
2
Regressionsanalyse
2
Serial correlation
2
Structural breaks
2
Analysis of variance
1
Autocorrelation
1
Autokorrelation
1
Combined estimator
1
Covariance
1
Cross-validation
1
Deutschland
1
Dynamic regressions
1
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9
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Sammelwerk
Arbeitspapier
Aufsatz in Zeitschrift
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9
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8
Non-commercial literature
8
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9
Author
All
Diebold, Francis X.
Kohn, Robert
Ullah, Aman
Phillips, Peter C. B.
35
Pesaran, M. Hashem
27
Härdle, Wolfgang
21
Chernozhukov, Victor
20
Sentana, Enrique
18
Dette, Holger
17
Andrews, Donald W. K.
16
Heckman, James J.
16
Swanson, Norman R.
16
Amengual, Dante
14
Canay, Ivan A.
13
Fiorentini, Gabriele
12
Kitagawa, Toru
12
Hsu, Yu-Chin
11
Bugni, Federico A.
10
Shi, Xiaoxia
10
Cai, Zongwu
9
Chen, Xiaohong
9
Imbens, Guido
9
Kapetanios, George
9
Sun, Yixiao
9
Abberger, Klaus
8
Brakel, Jan A. van den
8
Dufour, Jean-Marie
8
Feng, Yuanhua
8
Horowitz, Joel
8
Kiviet, J. F.
8
Lugosi, Gábor
8
Nesheim, Lars
8
Neumeyer, Natalie
8
Sibbertsen, Philipp
8
Andrews, Isaiah
7
Audrino, Francesco
7
Breunig, Christoph
7
Gao, Jiti
7
Guggenberger, Patrik
7
Hallin, Marc
7
Kleibergen, Frank
7
McAleer, Michael
7
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Rodney L. White Center for Financial Research
2
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Financial Institutions Center
2
Working papers / Rodney L. White Center for Financial Research
2
CFS working paper series
1
Discussion paper / School of Economics, The University of New South Wales
1
Technical working paper / National Bureau of Economic Research
1
Working paper / National Bureau of Economic Research, Inc.
1
Working papers / Penn Institute for Economic Research
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ECONIS (ZBW)
9
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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
Bayesian covariance matrix estimation using a mixture of decomposable graphical models
Armstrong, Helen
;
Carter, Chris K.
;
Wong, Kevin
;
Kohn, …
-
2007
Persistent link: https://www.econbiz.de/10003431594
Saved in:
3
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
;
Diebold, Francis X.
-
2003
Persistent link: https://www.econbiz.de/10001756564
Saved in:
4
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2002
Persistent link: https://www.econbiz.de/10003349886
Saved in:
5
Range-based estimation of stochastic volatility models or exchange rate dynamics are more interesting than you think
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
-
2000
Persistent link: https://www.econbiz.de/10001477772
Saved in:
6
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002001001
Saved in:
7
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004134
Saved in:
8
Long memory and regime switching
Diebold, Francis X.
;
Inoue, Atsushi
-
2000
Persistent link: https://www.econbiz.de/10001534206
Saved in:
9
Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.
;
Hahn, Jinyong
;
Tay, Anthony S. A.
-
1999
Persistent link: https://www.econbiz.de/10001426216
Saved in:
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