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A quasi-bayesian approach to estimating parameters for mixtures of normal distributions
Hamilton, James D. - In: Journal of business & economic statistics : JBES ; a … 9 (1991) 1, pp. 27-39
Persistent link: https://www.econbiz.de/10001100526
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Exchange rates and fundamentals : co-movement, long-run relationships and short-run dynamics
Bekiros, Stelios D. - In: Journal of banking & finance 39 (2014), pp. 117-134
Persistent link: https://www.econbiz.de/10010340766
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Indirect estimation of the parameters of agent based models of financial markets
Winker, Peter; Gilli, Manfred - 2001
Persistent link: https://www.econbiz.de/10001641864
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Statistical causes for the Epps effect in microstructure noise
Münnix, Michael C.; Schäfer, Rudi; Guhr, Thomas - In: International journal of theoretical and applied finance 14 (2011) 8, pp. 1231-1246
Persistent link: https://www.econbiz.de/10009541998
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Causes of nonlinearities in low-order models of the real exchange rate
Ahmad, Yamin; Lo, Ming Chien; Mykhaylova, Olena - In: Journal of international economics 91 (2013) 1, pp. 128-141
Persistent link: https://www.econbiz.de/10009793111
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Is USD-INR really an excessively volatile currency pair?
Kayal, Parthajit; Maheswaran, S. - In: Journal of quantitative economics 15 (2017) 2, pp. 329-342
Persistent link: https://www.econbiz.de/10012418291
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Indirect estimation of the parameters of agent based models of financial markets
Winker, Peter - 2001
Persistent link: https://www.econbiz.de/10013441014
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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
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Forecast intervals for US/EURO foreign exchange rate
Bratu, Mihaela - In: Revista de métodos cuantitativos para la economía y … 23 (2017), pp. 257-271
The main goal of this research is to construct and assess forecast intervals for monthly US/EURO foreign exchange rate. The point forecasts used to build the intervals are based on a vector autoregression (VAR model) and on a Bayesian VAR model for data starting with the first month of 1999. The...
Persistent link: https://www.econbiz.de/10011694420
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The comparative comparison of exchange rate models
Mahmodpour, Kamran; Badooei, Yaser Sistani; Mohseni, Hadiseh - In: International journal of economics and financial issues … 6 (2016) 2, pp. 380-385
Persistent link: https://www.econbiz.de/10011695482