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isPartOf:"Business review / Federal Reserve Bank of Philadelphia"
subject:"Exchange rate"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~subject:"Forecasting model"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Exchange rate
Forecasting model
Estimation theory
38
Schätztheorie
38
Estimation
19
Schätzung
19
ARCH model
11
ARCH-Modell
11
Cointegration
10
Kointegration
10
Time series analysis
10
Zeitreihenanalyse
10
Wechselkurs
9
Börsenkurs
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Share price
8
Volatility
8
Volatilität
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Capital income
5
Kapitaleinkommen
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Prognoseverfahren
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Regressionsanalyse
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Aktienindex
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Aktienmarkt
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Autocorrelation
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Exchange Rate
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Geldpolitik
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Inflation
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Monetary policy
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Panel study
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Ankündigungseffekt
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Announcement effect
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Autoregressive Conditional Heteroscedasticity
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Causality analysis
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Error Correction Model
2
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Abdurehman, Abderezak Ali
1
Badooei, Yaser Sistani
1
Daei-Karimzadeh, Saeed
1
Dritsaki, Chaido
1
Guo, Zi-Yi
1
Hacilar, Samet
1
Hamzaoui, Nessrine
1
Hopper, Gregory P.
1
Hosseinzadeh, Maryam
1
Hsu, Yuan-Teng
1
Liu, Hung-Chun
1
Mahmodpour, Kamran
1
Mohseni, Hadiseh
1
Rafindadi, Abdulkadir Abdulrashid
1
Regaieg, Boutheina
1
Saddique, Shamila
1
Tianqiong, Wang
1
Tripathy, Nalini Prava
1
Veismoradi, Saman
1
Wang, Jying-Nan
1
Yang, Shu
1
Yusof, Zarinah
1
Šarīf, Marwa aš-
1
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Business review / Federal Reserve Bank of Philadelphia
International journal of economics and financial issues : IJEFI
International journal of forecasting
114
Journal of econometrics
79
Journal of forecasting
71
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
60
Economics letters
30
Economic modelling
13
Econometric reviews
12
Econometric theory
12
Insurance / Mathematics & economics
12
Journal of empirical finance
12
Journal of the American Statistical Association : JASA
12
The econometrics journal
12
Applied economics
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
European journal of operational research : EJOR
11
Journal of applied econometrics
11
Journal of banking & finance
11
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
Finance research letters
10
Quantitative finance
9
Astin bulletin : the journal of the International Actuarial Association
8
Computational economics
8
Journal of financial econometrics
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Journal of macroeconomics
8
Journal of risk and financial management : JRFM
8
Risks : open access journal
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Applied economics letters
7
International Journal of Energy Economics and Policy : IJEEP
7
International economic journal
7
International journal of production economics
7
Journal of international money and finance
7
Journal of quantitative economics
7
Financial innovation : FIN
6
Journal of quantitative economics : official journal of the Indian Econometric Society
6
Journal of time series econometrics
6
Oxford bulletin of economics and statistics
6
Research in international business and finance
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1
Investigate the effect of exchange rate volatility on the demand for life insurance in Iran
Hosseinzadeh, Maryam
;
Daei-Karimzadeh, Saeed
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 166-174
Persistent link: https://www.econbiz.de/10011786561
Saved in:
2
Forecasting gold price with auto regressive integrated moving average model
Tripathy, Nalini Prava
- In:
International journal of economics and financial issues …
7
(
2017
)
4
,
pp. 324-329
Persistent link: https://www.econbiz.de/10011824272
Saved in:
3
Order flow and exchange rate dynamics in continuous time : new evidence from martingale regression
Guo, Zi-Yi
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 507-512
Persistent link: https://www.econbiz.de/10011789341
Saved in:
4
Effect of economic announcements on FX fluctuations : testing a unified approach for prediction
Tianqiong, Wang
;
Yang, Shu
;
Saddique, Shamila
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 631-640
Persistent link: https://www.econbiz.de/10011789394
Saved in:
5
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
Saved in:
6
The relationship between exchange rate and inflation : an empirical study of Turkey
Abdurehman, Abderezak Ali
;
Hacilar, Samet
- In:
International journal of economics and financial issues …
6
(
2016
)
4
,
pp. 1454-1459
Persistent link: https://www.econbiz.de/10011775167
Saved in:
7
The Glosten-Jagannathan-Runkle-Generalized Autoregressive Conditional Heteroscedastic approach to investigating the foreign exchange forward premium volatility
Hamzaoui, Nessrine
;
Regaieg, Boutheina
- In:
International journal of economics and financial issues …
6
(
2016
)
4
,
pp. 1608-1615
Persistent link: https://www.econbiz.de/10011775273
Saved in:
8
Exchange rate volatility and central bank actions in Egypt : generalized autoregressive conditional heteroscedasticity analysis
Šarīf, Marwa aš-
- In:
International journal of economics and financial issues …
6
(
2016
)
3
,
pp. 1209-1216
Persistent link: https://www.econbiz.de/10011698097
Saved in:
9
Box-Jenkins modeling of Greek stock prices data
Dritsaki, Chaido
- In:
International journal of economics and financial issues …
5
(
2015
)
3
,
pp. 740-747
Persistent link: https://www.econbiz.de/10011454204
Saved in:
10
How useful are the various volatility estimators for improving GARCH-based volatility forecasts? : evidence from the Nasdaq-100 stock index
Wang, Jying-Nan
;
Hsu, Yuan-Teng
;
Liu, Hung-Chun
- In:
International journal of economics and financial issues …
4
(
2014
)
3
,
pp. 651-656
Persistent link: https://www.econbiz.de/10010526918
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