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isPartOf:"Financial engineering and the Japanese markets"
subject:"Wechselkurs"
~isPartOf:"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
976
Schätztheorie
976
Theorie
386
Theory
386
Time series analysis
136
Zeitreihenanalyse
136
Estimation
110
Schätzung
108
Regression analysis
94
Regressionsanalyse
94
Panel
92
Panel study
92
Nichtparametrisches Verfahren
81
Nonparametric statistics
81
Statistical test
46
Statistischer Test
46
Autocorrelation
36
Autokorrelation
36
Method of moments
34
Momentenmethode
34
Bias
29
Panel data
29
Systematischer Fehler
29
Sampling
26
Stichprobenerhebung
26
Correlation
25
Forecasting model
25
Korrelation
25
Maximum likelihood estimation
25
Prognoseverfahren
25
Maximum-Likelihood-Schätzung
24
Statistical distribution
24
Statistical theory
24
Statistische Methodenlehre
24
Statistische Verteilung
24
Volatility
24
Volatilität
24
Kleinste-Quadrate-Methode
21
Least squares method
21
Modellierung
21
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Article
13
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13
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13
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English
13
Author
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Konno, Hiroshi
2
Takase, Toru
2
Beckmann, Joscha
1
Cecen, A. A.
1
Chen, Chyong-lin
1
Czudaj, Robert
1
Davidson, James E. H.
1
Dematos, Giovani
1
Duan, Jin-Chuan
1
Erkal, Cahit
1
Gradojevic, Nikola
1
Harrison, Michael J.
1
Jacobs, Kris
1
Kugler, Peter
1
McNelis, Paul D.
1
Neftci, Salih N.
1
Peel, David
1
Schotman, Peter C.
1
Siddiqui, Sikandar
1
Tsurumi, Hiroki
1
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Financial engineering and the Japanese markets
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
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
Applied economics letters
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Journal of foreign exchange and international finance : JFEIF
5
Journal of money, credit and banking : JMCB
5
NBER working paper series
5
Research in international business and finance
5
The journal of fixed income
5
Working papers / Bank of England
5
Applied financial economics
4
Discussion paper / Centre for Economic Forecasting
4
Econometric analysis of financial markets
4
Econometric reviews
4
Finance research letters
4
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
4
The North American journal of economics and finance : a journal of financial economics studies
4
The journal of finance : the journal of the American Finance Association
4
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ECONIS (ZBW)
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1
Regime shifts and the Canada/US exchange rate in a multivariate framework
Beckmann, Joscha
;
Czudaj, Robert
- In:
Economics letters
123
(
2014
)
2
,
pp. 206-211
Persistent link: https://www.econbiz.de/10010400293
Saved in:
2
Frequency domain analysis of foreign exchange order flows
Gradojevic, Nikola
- In:
Economics letters
115
(
2012
)
1
,
pp. 73-76
Persistent link: https://www.econbiz.de/10009615315
Saved in:
3
A non-linear error correction mechanism based on the bilinear model
Peel, David
- In:
Economics letters
58
(
1998
)
2
,
pp. 165-170
Persistent link: https://www.econbiz.de/10001235588
Saved in:
4
A qualitative threshold model of daily exchange rate movements
Siddiqui, Sikandar
- In:
Economics letters
59
(
1998
)
2
,
pp. 243-248
Persistent link: https://www.econbiz.de/10001241422
Saved in:
5
Small sample properties of the regression test of the expectations model of the term structure
Schotman, Peter C.
- In:
Economics letters
57
(
1997
)
2
,
pp. 129-134
Persistent link: https://www.econbiz.de/10001235649
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 simple long-memory equilibrium interest rate model
Duan, Jin-Chuan
- In:
Economics letters
53
(
1996
)
3
,
pp. 317-321
Persistent link: https://www.econbiz.de/10001216256
Saved in:
9
The term structure of interest rates and regime shifts : some empirical results
Kugler, Peter
- In:
Economics letters
50
(
1996
)
1
,
pp. 121-126
Persistent link: https://www.econbiz.de/10001194156
Saved in:
10
Distinguishing between stochastic and deterministic behavior in foreign exchange rate returns : further evidence
Cecen, A. A.
- In:
Economics letters
51
(
1996
)
3
,
pp. 323-329
Persistent link: https://www.econbiz.de/10001200985
Saved in:
1
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