//--> //--> //--> //-->
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
~subject:"Schätztheorie"
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
Deviations from daily uncovere...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Schätztheorie
Theorie
65
Theory
64
Estimation theory
30
USA
28
United States
28
Deposit insurance
23
Zeitreihenanalyse
23
Time series analysis
22
Exchange rate policy
19
Wechselkurspolitik
19
Deutschland
18
Germany
18
Estimation
17
Exchange rate
17
Risikoprämie
17
Risk premium
17
Schätzung
17
Wechselkurs
17
Currency derivative
15
Währungsderivat
15
Devisenmarkt
14
Foreign exchange market
14
Einlagensicherung
13
Interest rate parity
13
Zinsparität
13
ARCH-Modell
12
Volatilität
12
Volatility
11
ARCH model
10
Bank capital
10
Japan
10
Regression analysis
10
Regressionsanalyse
10
Welt
9
World
9
Asset-liability management
8
Bank
8
Bilanzstrukturmanagement
8
Foreign exchange
8
more ...
less ...
Online availability
All
Undetermined
5
Free
4
Type of publication
All
Article
22
Book / Working Paper
8
Type of publication (narrower categories)
All
Article in journal
22
Aufsatz in Zeitschrift
22
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Collection of articles of several authors
2
Konferenzschrift
2
Sammelwerk
2
Conference proceedings
1
more ...
less ...
Language
All
English
30
Author
All
Baillie, Richard
29
Kapetanios, George
12
Bollerslev, Tim
5
Kim, Kun Ho
5
Diebold, Francis X.
4
Tieslau, Margie A.
3
Calonaci, Fabio
2
Chaleampong Kongcharoen
2
Chung, Ching-fan
2
Dacorogna, Michel M.
2
Mikkelsen, Hans Ole Æ.
2
Papailias, Fotis
2
Schmidt, Peter
2
Arteche, Josu
1
Baillie, Richard T.
1
Cho, Dooyeon
1
Chung, Chae-shick
1
Hall, Alastair R.
1
King, Maxwell L.
1
McMahon, Patrick C.
1
Mora, Aaron
1
Myers, Robert J.
1
Pecchenino, Rowena A.
1
Pedroni, Peter Louis
1
Tauchen, George Eugene
1
more ...
less ...
Institution
All
HFDF <1, 1995, Zürich>
2
HFDF <2, 1998, Zürich>
1
National Bureau of Economic Research
1
Published in...
All
Journal of empirical finance
4
Journal of econometrics
3
Journal of international money and finance
3
International journal of forecasting
2
Journal of applied econometrics
2
Working paper
2
Working papers / Penn Institute for Economic Research
2
Discussion paper / Center for Economic Research, Tilburg University
1
Econometric reviews
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of macroeconomics
1
Journal of risk and financial management : JRFM
1
NBER working paper series
1
Special issue on new developments in time series econometrics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The econometrics journal
1
The journal of finance : the journal of the American Finance Association
1
The review of economic studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
30
Showing
1
-
10
of
30
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Fractionally integrated generalized autoregressive conditional heteroskedasticity
Baillie, Richard
;
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
-
1994
-
current version
Persistent link: https://www.econbiz.de/10000891757
Saved in:
2
Bandwidth selection by cross-validation for forecasting long memory financial time series
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Journal of empirical finance
29
(
2014
),
pp. 129-143
Persistent link: https://www.econbiz.de/10011300500
Saved in:
3
Time variation in the standard forward premium regression : some new models and tests
Baillie, Richard
;
Cho, Dooyeon
- In:
Journal of empirical finance
29
(
2014
),
pp. 52-63
Persistent link: https://www.econbiz.de/10011300505
Saved in:
4
Estimation and inference for impulse response functions from univariate strongly persistent processes
Baillie, Richard
;
Kapetanios, George
- In:
The econometrics journal
16
(
2013
)
3
,
pp. 373-399
Persistent link: https://www.econbiz.de/10010253634
Saved in:
5
Parametric vs. semiparametric long memory : comments on "Prediction from ARFIMA models : Comparison between MLE and semiparametric estimation"
Arteche, Josu
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 54-56
Persistent link: https://www.econbiz.de/10009581402
Saved in:
6
Prediction from ARFIMA models : comparisons between MLE and semiparametric estimation procedures
Baillie, Richard
;
Chaleampong Kongcharoen
;
Kapetanios, …
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 46-53
Persistent link: https://www.econbiz.de/10009581412
Saved in:
7
Testing target-zone models using efficient method of moments
Chung, Chae-shick
;
Tauchen, George Eugene
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
3
,
pp. 255-269
Persistent link: https://www.econbiz.de/10001603242
Saved in:
8
Special issue on high frequency data in finance
Baillie, Richard
(
contributor
); …
-
1997
Persistent link: https://www.econbiz.de/10001505850
Saved in:
9
Cointegration, fractional cointegration, and exchange rate dynamics
Baillie, Richard
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 737-745
Persistent link: https://www.econbiz.de/10001169038
Saved in:
10
The long memory of the forward premium
Baillie, Richard
- In:
Journal of international money and finance
13
(
1994
)
5
,
pp. 565-571
Persistent link: https://www.econbiz.de/10001171001
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->