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A State Space Approach to Esti...
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Estimation
Exchange rate
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Wechselkurs
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Theorie
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Bahmani-Oskooee, Mohsen
62
MacDonald, Ronald
41
Belke, Ansgar
37
Caporale, Guglielmo Maria
36
Beckmann, Joscha
31
Chinn, Menzie David
31
Cheung, Yin-Wong
30
Frankel, Jeffrey A.
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De Grauwe, Paul
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Pierdzioch, Christian
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Rose, Andrew
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Sarno, Lucio
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Hsing, Yu
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Mark, Nelson C.
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Reitz, Stefan
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Égert, Balázs
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Engel, Charles
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Taylor, Mark P.
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Neely, Christopher J.
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Bacchetta, Philippe
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Gupta, Rangan
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Herwartz, Helmut
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Kutan, Ali Mustafa
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Molodtsova, Tanya
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Mignon, Valérie
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Arize, Augustine Chuck
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Gil-Alaña, Luis A.
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Rossi, Barbara
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Stadtmann, Georg
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National Bureau of Economic Research
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Cowles Foundation for Research in Economics, Yale University
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Rodney L. White Center for Financial Research
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Technische Universität Dresden
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American Enterprise Institute for Public Policy Research
1
Australian National University / Centre for Economic Policy Research
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Australian National University / Faculty of Economics and Commerce
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Bank of Communications <Schanghai> / Financial Research Center / Research Group
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Board of Governors of the Federal Reserve System (U.S.)
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Centre for Analytical Finance <Århus>
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Christian-Albrechts-Universität zu Kiel
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Christian-Albrechts-Universität zu Kiel / Institut für Agrarökonomie
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1
Internationaler Währungsfonds / Monetary and Exchange Affairs Department
1
Leibniz-Institut für Wirtschaftsforschung Halle
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Journal of international money and finance
102
Applied economics
66
International review of economics & finance : IREF
52
NBER working paper series
52
CESifo working papers
51
Economic modelling
51
NBER Working Paper
49
Working paper / National Bureau of Economic Research, Inc.
48
International journal of finance & economics : IJFE
46
International journal of economics and financial issues : IJEFI
43
The North American journal of economics and finance : a journal of financial economics studies
39
Applied financial economics
37
Journal of international financial markets, institutions & money
37
Applied economics letters
36
Discussion paper / Centre for Economic Policy Research
36
IMF working papers
33
The empirical economics letters : a monthly international journal of economics
33
Working paper
32
Open economies review
30
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
29
Journal of international economics
29
Discussion papers / CEPR
28
Journal of econometrics
26
Finance research letters
25
International review of financial analysis
25
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
International journal of economics and finance
24
Journal of banking & finance
24
Energy economics
23
International journal of forecasting
23
International Journal of Energy Economics and Policy : IJEEP
21
The European journal of finance
21
Cogent economics & finance
20
Journal of macroeconomics
20
Research in international business and finance
20
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
19
Economics letters
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Discussion paper / Tinbergen Institute
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Economic systems
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International economic journal
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ECONIS (ZBW)
4,667
RePEc
9
BASE
2
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1
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1
A state space approach to estimating the integrated variance under the existence of market microstructure noise
Nagakura, Daisuke
;
Watanabe, Toshiaki
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 45-82
Persistent link: https://www.econbiz.de/10010519663
Saved in:
2
Challenges of integrated variance estimation in emerging stock markets
Arnerić, Josip
;
Matković, Mario
- In:
Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis …
37
(
2019
)
2
,
pp. 713-739
Persistent link: https://www.econbiz.de/10012213665
Saved in:
3
Testing for extreme volatility transmission with realized volatility measures
Boucher, Christophe
;
Truchis, Gilles de
;
Dumitrescu, …
-
2017
Persistent link: https://www.econbiz.de/10011738966
Saved in:
4
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
Christensen, Kim
;
Thyrsgaard, Martin
;
Veliyev, Bezirgen
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 556-583
Persistent link: https://www.econbiz.de/10012304092
Saved in:
5
On estimating market microstructure noise variance
Dong, Yingjie
;
Tse, Yiu Kuen
- In:
Economics letters
150
(
2017
),
pp. 59-62
Persistent link: https://www.econbiz.de/10011762850
Saved in:
6
Detecting scapegoat effects in the relationship between exchange rates and macroeconomic fundamentals : a new approach
Pozzi, Lorenzo
;
Sadaba, Barbara
- In:
Macroeconomic dynamics
24
(
2020
)
4
,
pp. 951-994
Persistent link: https://www.econbiz.de/10012241042
Saved in:
7
Jumps in equilibrium prices and asymmetric news in foreign exchange markets
El Ouadghiri, Imane
;
Uctum, Remzi
- In:
Economic modelling
54
(
2016
),
pp. 218-234
Persistent link: https://www.econbiz.de/10011642112
Saved in:
8
The influence of intraday seasonality on volatility transmission pattern
Alemany, N.
;
Aragó Manzana, Vicent
;
Salvador, E.
- In:
Quantitative finance
19
(
2019
)
7
,
pp. 1179-1197
Persistent link: https://www.econbiz.de/10012194754
Saved in:
9
Jumps in equilibrium prices and asymmetric news in foreign exchange markets
El Ouadghiri, Imane
;
Uctum, Remzi
-
2015
Persistent link: https://www.econbiz.de/10011736615
Saved in:
10
Housewives of Tokyo versus the gnomes of Zurich : measuring price discovery in sequential markets
Wang, Jian-xin
;
Yang, Minxian
- In:
Journal of financial markets
14
(
2011
)
1
,
pp. 82-108
Persistent link: https://www.econbiz.de/10009267110
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