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isPartOf:"Financial engineering and the Japanese markets"
subject:"Wechselkurs"
~isPartOf:"Journal of empirical finance"
~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
82
Schätztheorie
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Time series analysis
25
Zeitreihenanalyse
25
Estimation
22
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Konno, Hiroshi
2
Takase, Toru
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Bohn Nielsen, Heino
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Chambers, Marcus J.
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Chen, Chyong-lin
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Cheung, Yin-Wong
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Daníelsson, Jón
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Financial engineering and the Japanese markets
Journal of empirical finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
26
Journal of econometrics
13
Discussion paper
10
Discussion paper / Tinbergen Institute
9
Economics letters
9
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9
International journal of economics and financial issues : IJEFI
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Journal of applied econometrics
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Journal of international money and finance
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International journal of finance & economics : IJFE
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International journal of theoretical and applied finance
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Applied economics
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Applied economics letters
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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
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Research in international business and finance
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Working papers / Bank of England
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Discussion paper / Centre for Economic Forecasting
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Econometric analysis of financial markets
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International journal of economics and finance
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ECONIS (ZBW)
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1
Uncovered interest rate parity redux : non-uniform effects
Cheung, Yin-Wong
;
Wang, Wenhao
- In:
Journal of empirical finance
67
(
2022
),
pp. 133-151
Persistent link: https://www.econbiz.de/10013464380
Saved in:
2
Bond and option prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
3
The exact discretisation of CARMA models with applications in finance
Thornton, Michael A.
;
Chambers, Marcus J.
- In:
Journal of empirical finance
38
(
2016
),
pp. 739-761
Persistent link: https://www.econbiz.de/10011663785
Saved in:
4
Unit root vector autoregression with volatility induced stationarity
Bohn Nielsen, Heino
;
Rahbek, Anders
- In:
Journal of empirical finance
29
(
2014
),
pp. 144-167
Persistent link: https://www.econbiz.de/10011300499
Saved in:
5
Nonparametric estimation of scalar diffusion models of interest rates using asymmetric kernels
Gospodinov, Nikolaj
;
Hirukawa, Masayuki
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 595-609
Persistent link: https://www.econbiz.de/10009615659
Saved in:
6
Measuring tail thickness under GARCH and an application to extreme exchange rate changes
Wagner, Niklas F.
;
Marsh, Terry Alan
- In:
Journal of empirical finance
12
(
2005
)
1
,
pp. 165-185
Persistent link: https://www.econbiz.de/10002644047
Saved in:
7
Multivariate stochastic volatility models : estimation and a comparison with VGARCH models
Daníelsson, Jón
- In:
Journal of empirical finance
5
(
1998
)
2
,
pp. 155-173
Persistent link: https://www.econbiz.de/10001374884
Saved in:
8
The incremental volatility information in one million foreign exchange quotations
Taylor, Stephen
- In:
Journal of empirical finance
4
(
1997
)
4
,
pp. 317-340
Persistent link: https://www.econbiz.de/10001236462
Saved in:
9
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:
10
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:
1
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