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isPartOf:"Document de travail de l'OFCE"
subject:"Exchange rate"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"Theoretical economics letters"
~subject:"United Kingdom"
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Estimation theory
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Document de travail de l'OFCE
Journal of applied econometrics
The journal of finance : the journal of the American Finance Association
Theoretical economics letters
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
27
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1
Averaged-calibration-length prediction for currency exchange rates by a time-dependent Vasicek model
Serafin, Tomasz
;
Michalak, Anna
;
Bielak, Łukasz
; …
- In:
Theoretical economics letters
10
(
2020
)
3
,
pp. 579-599
Persistent link: https://www.econbiz.de/10012492075
Saved in:
2
Testing for Dornbusch and delayed overshooting : setting the record straight
Pippenger, John E.
- In:
Theoretical economics letters
9
(
2019
)
5
,
pp. 1489-1506
Persistent link: https://www.econbiz.de/10012104489
Saved in:
3
Unravelling the cipher of Indian rupee's volatility : testing the forecasting efficacy of the rolling symmetric and asymmetric GARCH models
Talwar, Shalini
;
Bhat, Aparna
- In:
Theoretical economics letters
8
(
2018
)
6
,
pp. 1188-1217
Persistent link: https://www.econbiz.de/10011888179
Saved in:
4
Modelling and forecasting unbiased extreme value volatility estimator : a study based on EUR/USD exchange rate
Kumar, Dilip
- In:
Theoretical economics letters
8
(
2018
)
9
,
pp. 1599-1613
Persistent link: https://www.econbiz.de/10011888653
Saved in:
5
Range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1047-1091
Persistent link: https://www.econbiz.de/10001684742
Saved in:
6
Business cycle non-linearities in UK consumption and production
Öcal, Nadir
;
Osborn, Denise R.
- In:
Journal of applied econometrics
15
(
2000
)
1
,
pp. 27-43
Persistent link: https://www.econbiz.de/10001465097
Saved in:
7
Estimation in large and disaggregated demand systems : an estimator for conditionally linear systems
Blundell, Richard W.
;
Robin, Jean-Marc
- In:
Journal of applied econometrics
14
(
1999
)
3
,
pp. 209-232
Persistent link: https://www.econbiz.de/10001405115
Saved in:
8
An empirical application of stochastic volatility models
Mahieu, Ronald J.
- In:
Journal of applied econometrics
13
(
1998
)
4
,
pp. 333-359
Persistent link: https://www.econbiz.de/10001247132
Saved in:
9
Semiparametric estimation and consumer demand
Blundell, Richard W.
- In:
Journal of applied econometrics
13
(
1998
)
5
,
pp. 435-461
Persistent link: https://www.econbiz.de/10001250510
Saved in:
10
An EMS target zone model in discrete time
Koedijk, Kees
- In:
Journal of applied econometrics
13
(
1998
)
1
,
pp. 31-48
Persistent link: https://www.econbiz.de/10001237950
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