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isPartOf:"Financial engineering and the Japanese markets"
subject:"Wechselkurs"
~isPartOf:"Applied economics letters"
~subject:"1973-1992"
~subject:"Yield curve"
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Search: subject_exact:"Estimation theory"
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Wechselkurs
1973-1992
Yield curve
Estimation theory
203
Schätztheorie
203
Estimation
55
Schätzung
55
Time series analysis
50
Zeitreihenanalyse
50
Einheitswurzeltest
21
Unit root test
21
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20
Panel study
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18
Regressionsanalyse
18
Cointegration
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Nichtparametrisches Verfahren
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Konno, Hiroshi
2
Takase, Toru
2
Chen, Chyong-lin
1
Dematos, Giovani
1
Hsu Ku, Yuan-Hung
1
Park, Hail
1
Sirimon Treepongkaruna
1
Sánchez-Fung, José R.
1
Tsurumi, Hiroki
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Wang, Jai Jen
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Financial engineering and the Japanese markets
Applied economics letters
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
26
Journal of econometrics
13
Discussion paper
10
Journal of empirical finance
10
Discussion paper / Tinbergen Institute
9
Economics letters
9
Working paper / National Bureau of Economic Research, Inc.
9
International journal of economics and financial issues : IJEFI
8
Journal of banking & finance
8
Economic modelling
7
Journal of applied econometrics
7
Journal of international money and finance
7
NBER Working Paper
7
International economic journal
6
International journal of finance & economics : IJFE
6
International journal of theoretical and applied finance
6
Journal of financial economics
6
Applied economics
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Journal of foreign exchange and international finance : JFEIF
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Journal of money, credit and banking : JMCB
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NBER working paper series
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Research in international business and finance
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The journal of fixed income
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Working papers / Bank of England
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Applied financial economics
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Discussion paper / Centre for Economic Forecasting
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Econometric analysis of financial markets
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Econometric reviews
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Finance research letters
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International journal of economics and finance
4
Journal of financial and quantitative analysis : JFQA
4
Journal of forecasting
4
Journal of mathematical finance
4
Research paper / University of Melbourne, Department of Economics
4
Seoul journal of economics
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
9
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1
Estimation of affine term structure models under the Milstein approximation
Park, Hail
- In:
Applied economics letters
21
(
2014
)
7/9
,
pp. 651-656
Persistent link: https://www.econbiz.de/10010414746
Saved in:
2
On estimability of parsimonious term structure models : an experiment with the Nelson-Siegel specification
Virmani, Vineet
- In:
Applied economics letters
19
(
2012
)
16/18
,
pp. 1703-1706
Persistent link: https://www.econbiz.de/10009683964
Saved in:
3
Estimating portfolio value-at-risk via dynamic conditional correlation MGARCH model : an empirical study on foreign exchange rates
Hsu Ku, Yuan-Hung
;
Wang, Jai Jen
- In:
Applied economics letters
15
(
2008
)
7/9
,
pp. 533-538
Persistent link: https://www.econbiz.de/10003741298
Saved in:
4
Quasi-maximum likelihood estimates of Kiwi short-term interest rate
Sirimon Treepongkaruna
- In:
Applied economics letters
10
(
2003
)
15
,
pp. 937-942
Persistent link: https://www.econbiz.de/10001876624
Saved in:
5
Non-linear modelling of daily exchange rate reurns, volatility, and 'news' in a small developing economy
Sánchez-Fung, José R.
- In:
Applied economics letters
10
(
2003
)
4
,
pp. 247-250
Persistent link: https://www.econbiz.de/10001749009
Saved in:
6
On the de-facto convex structure of a least square problem for estimating the term structure of interest rates
Konno, Hiroshi
- In:
Financial engineering and the Japanese markets
3
(
1996
)
1
,
pp. 77-85
Persistent link: https://www.econbiz.de/10001204472
Saved in:
7
Feedforward versus recurrent neural networks for forecasting monthly Japanese Yen exchange
Dematos, Giovani
(
contributor
)
- In:
Financial engineering and the Japanese markets
3
(
1996
)
1
,
pp. 59-75
Persistent link: https://www.econbiz.de/10001204473
Saved in:
8
A constrained least sqare approach to the estimation of the term structure of interest rates
Konno, Hiroshi
- In:
Financial engineering and the Japanese markets
2
(
1995
)
2
,
pp. 169-179
Persistent link: https://www.econbiz.de/10001187909
Saved in:
9
Estimating unknown join points : determination of the Yen-Dollar exchange rate
Tsurumi, Hiroki
- In:
Financial engineering and the Japanese markets
1
(
1994
)
1
,
pp. 55-66
Persistent link: https://www.econbiz.de/10001187922
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