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type_genre:"Sammelwerk"
~person:"Diebold, Francis X."
~person:"Granger, C. W. J."
~person:"Kohn, Robert"
~person:"Ullah, Aman"
~subject:"Devisenmarkt"
~subject:"Exchange rate"
~subject:"Statistical test"
~subject:"Stichprobenerhebung"
~subject:"Theorie"
~subject:"USA"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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151
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151
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95
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31
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31
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21
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Diebold, Francis X.
Granger, C. W. J.
Kohn, Robert
Ullah, Aman
Phillips, Peter C. B.
83
Härdle, Wolfgang
69
Pesaran, M. Hashem
69
Andrews, Donald W. K.
56
McAleer, Michael
44
Newey, Whitney K.
43
Franses, Philip Hans
42
Gouriéroux, Christian
40
Baltagi, Badi H.
39
Imbens, Guido
39
Bera, Anil K.
38
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37
Giles, David E. A.
36
Sentana, Enrique
35
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33
Horowitz, Joel
33
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32
Robinson, Peter M.
31
Li, Qi
30
Chernozhukov, Victor
29
Heckman, James J.
28
White, Halbert
28
Fiorentini, Gabriele
26
King, Maxwell L.
26
Kiviet, J. F.
26
Ghysels, Eric
25
Maravall Herrero, Agustín
24
Ohtani, Kazuhiro
24
Robert, Christian P.
24
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24
Zakoïan, Jean-Michel
24
Perron, Pierre
23
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23
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22
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22
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Proceedings of a Conference on New Approaches to Empirical Macroeconomics : Ebeltoft, Denmark, May 1990
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ECONIS (ZBW)
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1
A class of model averaging estimators
Zhao, Shangwei
;
Ullah, Aman
;
Zhang, Xinyu
- In:
Economics letters
162
(
2018
),
pp. 101-106
Persistent link: https://www.econbiz.de/10011939785
Saved in:
2
Particle efficient importance sampling
Scharth, Marcel
;
Kohn, Robert
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 133-147
Persistent link: https://www.econbiz.de/10011591626
Saved in:
3
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:
4
Occasional structural breaks and long memory
Granger, C. W. J.
;
Hyung, Namwon
- In:
Annals of economics and finance
14
(
2013
)
2
,
pp. 721-746
Persistent link: https://www.econbiz.de/10010237888
Saved in:
5
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:
6
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:
7
Parsimonious estimation of the covariance matrix in multinomial probit models
Cripps, Edward
;
Fiebig, Denzil G.
;
Kohn, Robert
- In:
Econometric reviews
29
(
2010
)
2
,
pp. 146-157
Persistent link: https://www.econbiz.de/10003960494
Saved in:
8
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:
9
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:
10
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
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