//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Exchange rate forecasting in t...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
400
Time series analysis
395
Theorie
334
Theory
334
Forecasting model
224
Prognoseverfahren
224
Estimation theory
171
Schätztheorie
171
Estimation
140
Schätzung
140
USA
134
United States
134
Volatility
75
Volatilität
75
Capital income
60
Kapitaleinkommen
60
Statistical test
49
Statistischer Test
49
Bayes-Statistik
43
Bayesian inference
43
Exchange rate
42
Statistical theory
42
Statistische Methodenlehre
42
Wechselkurs
42
Nichtparametrisches Verfahren
40
Nonparametric statistics
40
Stochastic process
39
Stochastischer Prozess
39
VAR model
36
VAR-Modell
36
Börsenkurs
34
Regression analysis
34
Regressionsanalyse
34
Share price
34
ARCH model
32
ARCH-Modell
32
Statistical distribution
29
Statistische Verteilung
29
Markov chain
28
Markov-Kette
28
more ...
less ...
Online availability
All
Undetermined
169
Free
20
Type of publication
All
Article
576
Type of publication (narrower categories)
All
Article in journal
563
Aufsatz in Zeitschrift
563
Collection of articles of several authors
2
Reprint
2
Sammelwerk
2
Systematic review
2
Übersichtsarbeit
2
more ...
less ...
Language
All
English
571
Undetermined
5
Author
All
Ghysels, Eric
9
Koop, Gary
8
Diebold, Francis X.
7
Taylor, Robert
7
Timmermann, Allan
7
Patton, Andrew J.
6
Stock, James H.
6
Engle, Robert F.
5
Franses, Philip Hans
5
Harvey, Andrew C.
5
Leybourne, Stephen James
5
Li, Wai Keung
5
Marcellino, Massimiliano
5
Ravazzolo, Francesco
5
Tsay, Ruey S.
5
Zhu, Ke
5
Cheung, Yin-Wong
4
Clark, Todd E.
4
Clements, Michael P.
4
Gao, Jiti
4
Hamilton, James D.
4
Kilian, Lutz
4
Koopman, Siem Jan
4
Lesage, James P.
4
Lucas, André
4
McCracken, Michael W.
4
Palm, Franz C.
4
Perron, Pierre
4
Rossi, Barbara
4
Su, Liangjun
4
Watson, Mark W.
4
Westerlund, Joakim
4
Aastveit, Knut Are
3
Andrews, Donald W. K.
3
Bauwens, Luc
3
Bollerslev, Tim
3
Boswijk, Herman Peter
3
Casarin, Roberto
3
Chan, Joshua
3
Dickey, David A.
3
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
International journal of forecasting
1,738
NBER working paper series
1,024
Journal of forecasting
1,004
NBER Working Paper
920
Journal of econometrics
882
Working paper / National Bureau of Economic Research, Inc.
870
Applied economics
807
Economics letters
751
Discussion paper / Centre for Economic Policy Research
736
IMF Working Papers
729
Economic modelling
620
Journal of international money and finance
599
Working paper
578
IMF working papers
556
Applied economics letters
534
Discussion paper / Tinbergen Institute
507
Energy economics
494
Finance research letters
452
CESifo working papers
445
MPRA Paper
412
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
395
IMF working paper
388
ECB Working Paper
384
Technological forecasting & social change : an international journal
364
International review of economics & finance : IREF
355
Econometric theory
334
International review of financial analysis
327
Working paper series / European Central Bank
317
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
315
Journal of banking & finance
311
European journal of operational research : EJOR
307
The North American journal of economics and finance : a journal of financial economics studies
300
Journal of applied econometrics
299
Journal of empirical finance
289
Working Paper
285
Discussion paper
279
IMF Staff Country Reports
279
Econometric reviews
268
Computational economics
263
more ...
less ...
Source
All
ECONIS (ZBW)
576
Showing
1
-
10
of
576
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The message in weekly exchange rates in the European Monetary System : mean reversion, conditional heteroscedasticity, and jumps
Vlaar, Peter J. G.
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
3
,
pp. 351-360
Persistent link: https://www.econbiz.de/10001146825
Saved in:
2
Long swings in exchange rates : are they really in the data?
Klaassen, Franc
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
1
,
pp. 87-95
Persistent link: https://www.econbiz.de/10002583998
Saved in:
3
Nowcasting GDP in real time : a density combination approach
Aastveit, Knut Are
;
Gerdrup, Karsten R.
;
Jore, Anne Sofie
; …
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 48-68
Persistent link: https://www.econbiz.de/10010380480
Saved in:
4
R2 bounds for predictive models : what univariate properties tell us about multivariate predictability
Mitchell, James
;
Robertson, Donald
;
Wright, Stephen
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 681-695
Persistent link: https://www.econbiz.de/10012179363
Saved in:
5
Large Bayesian VARs : a flexible Kronecker error covariance structure
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 68-79
Persistent link: https://www.econbiz.de/10012179513
Saved in:
6
Nonlinearity, breaks, and long-range dependence in time-series models
Hillebrand, Eric
;
Medeiros, Marcelo C.
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
1
,
pp. 23-41
Persistent link: https://www.econbiz.de/10011691143
Saved in:
7
Common drifting volatility in large Bayesian VARs
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
3
,
pp. 375-390
Persistent link: https://www.econbiz.de/10011691646
Saved in:
8
Factor-augmented VARMA models with macroeconomic applications
Dufour, Jean-Marie
;
Stevanovi´c, Dalibor
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 491-506
Persistent link: https://www.econbiz.de/10010337855
Saved in:
9
Conditional correlation models of autoregressive conditional heteroscedasticity with nonstationary GARCH equations
Amado, Cristina
;
Teräsvirta, Timo
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10010380478
Saved in:
10
Nonparametric estimation and conformal inference of the sufficient
forecasting
with a diverging number of factors
Yu, Xiufan
;
Yao, Jiawei
;
Xue, Lingzhou
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 342-354
Persistent link: https://www.econbiz.de/10012804117
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->