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isPartOf:"Document de travail de l'OFCE"
subject:"Exchange rate"
~isPartOf:"International journal of economics and finance"
~isPartOf:"International journal of monetary economics and finance"
~isPartOf:"Journal of international money and finance"
~subject:"Prognoseverfahren"
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Exchange rate
Prognoseverfahren
Estimation theory
68
Schätztheorie
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Theorie
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Theory
28
Estimation
22
Schätzung
22
Wechselkurs
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Chauveau, Thierry
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Topol, Richard
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Ahmed, Mostafa Abdelghany
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Document de travail de l'OFCE
International journal of economics and finance
International journal of monetary economics and finance
Journal of international money and finance
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
Discussion paper / Tinbergen Institute
29
Working paper / Department of Econometrics and Business Statistics, Monash University
20
Journal of empirical finance
15
Discussion paper
14
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13
Econometric reviews
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Econometric theory
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Insurance / Mathematics & economics
12
Journal of the American Statistical Association : JASA
12
The econometrics journal
12
Applied economics
11
European journal of operational research : EJOR
11
International journal of economics and financial issues : IJEFI
11
Journal of applied econometrics
11
Journal of banking & finance
11
Working papers / Rutgers University, Department of Economics
11
CREATES research paper
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
Finance research letters
10
Working paper
10
NBER working paper series
9
Quantitative finance
9
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9
Working papers series in theoretical and applied economics
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
NBER Working Paper
8
Risks : open access journal
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Applied economics letters
7
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ECONIS (ZBW)
18
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1
The prediction error of the chain ladder method (with application to real data)
Zohry, Afaf Antar
;
Ahmed, Mostafa Abdelghany
- In:
International journal of economics and finance
12
(
2020
)
12
,
pp. 14-24
Persistent link: https://www.econbiz.de/10012426693
Saved in:
2
A correcting note on forecasting conditional variance using ARIMA vs. GARCH model
Azimi, Mohammad Naim
;
Shahidzada, Seyed Farhad
- In:
International journal of economics and finance
11
(
2019
)
5
,
pp. 145-152
Persistent link: https://www.econbiz.de/10012012282
Saved in:
3
Modelling and forecasting long memory time series with exponential and switching GARCH models
Amiri, Esmail
- In:
International journal of monetary economics and finance
12
(
2019
)
5
,
pp. 407-425
Persistent link: https://www.econbiz.de/10012155069
Saved in:
4
Efficient market hypothesis and the RMB-Dollar rates : a nonlinear modeling of the exchange rate
Yao, Hongxing
;
Rahaman, Abdul Rashid Abdul
- In:
International journal of economics and finance
10
(
2018
)
2
,
pp. 150-160
Persistent link: https://www.econbiz.de/10011816422
Saved in:
5
Volatility of stock market and exchange rate returns in Peru : long memory or short memory with level shifts?
Herrera Aramburú, Andrés
;
Rodriguez, Gabriel
- In:
International journal of monetary economics and finance
9
(
2016
)
1
,
pp. 45-66
Persistent link: https://www.econbiz.de/10011548319
Saved in:
6
Can credit spreads help predict a yield curve?
Abdymomunov, Azamat
;
Kang, Kyu Ho
;
Kim, Ki Jeong
- In:
Journal of international money and finance
64
(
2016
),
pp. 39-61
Persistent link: https://www.econbiz.de/10011668377
Saved in:
7
Modeling volatility in the Gambian exchange rates : an ARMA-GARCH approach
Marreh, Sambujang
;
Olubusoye, Olusanya E.
;
Kihoro, John M.
- In:
International journal of economics and finance
6
(
2014
)
10
,
pp. 118-128
Persistent link: https://www.econbiz.de/10010422149
Saved in:
8
Sign asymmetry and exchange rate market volatility : empirical evidence from two developing countries
Osei-Assibey, Kwame
- In:
International journal of monetary economics and finance
7
(
2014
)
2
,
pp. 107-121
Persistent link: https://www.econbiz.de/10010531307
Saved in:
9
The persistency of correlation between currency futures : a macro perspective
Zheng, Yao
;
Osmer, Eric
;
Liu, Jiashun
- In:
International journal of economics and finance
6
(
2014
)
5
,
pp. 17-25
Persistent link: https://www.econbiz.de/10010363601
Saved in:
10
Is the relationship between prices and exchange rates homogeneous?
Hall, Stephen G.
;
Hondroyiannis, George B.
; …
- In:
Journal of international money and finance
37
(
2013
),
pp. 411-438
Persistent link: https://www.econbiz.de/10010209038
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