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subject:"Exchange rate"
subject:"United Kingdom"
~isPartOf:"CREATES research paper"
~isPartOf:"Journal of forecasting"
~subject:"Stochastic process"
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Exchange rate
United Kingdom
Stochastic process
Estimation theory
260
Schätztheorie
260
Time series analysis
113
Zeitreihenanalyse
113
Forecasting model
80
Prognoseverfahren
80
Theorie
63
Theory
63
Estimation
36
Schätzung
36
Regression analysis
27
Regressionsanalyse
27
Volatility
25
Volatilität
25
ARCH model
23
ARCH-Modell
23
Nichtparametrisches Verfahren
22
Nonparametric statistics
22
Stochastischer Prozess
19
USA
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United States
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Cointegration
17
Kointegration
17
Statistical test
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Statistischer Test
16
Bootstrap approach
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Bootstrap-Verfahren
14
Maximum likelihood estimation
13
Maximum-Likelihood-Schätzung
13
Capital income
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Kapitaleinkommen
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VAR model
12
VAR-Modell
12
Börsenkurs
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Induktive Statistik
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Statistical inference
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English
23
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Barndorff-Nielsen, Ole E.
2
Bennedsen, Mikkel
2
Chan, Ngai Hang
2
Kristensen, Dennis
2
Lunde, Asger
2
Nielsen, Morten Ørregaard
2
Pakkanen, Mikko S.
2
An, Yang
1
Ben-Zion, Uri
1
Christensen, Bent Jesper
1
Corcuera, José Manual
1
Creel, Michael D.
1
Floor Brix, Anne
1
Guégan, Dominique
1
Hsieh, Ping-hung
1
Joseph, Nathan Lael
1
Kanaya, Shin
1
Leippold, Markus
1
Lindström, Erik
1
Madsen, Henrik
1
Neri, Luca
1
Nielsen, Frank
1
Nystrup, Peter
1
Palma, Wilfredo
1
Parra-Alvarez, Juan Carlos
1
Patterson, Kerry D.
1
Podolskij, Mark
1
Preminger, Arie
1
Rossi, Eduardo
1
Réveillac, Anthony
1
Santucci de Magistris, Paolo
1
Seo, Wonk-ki
1
Seong, Dakyung
1
Sørensen, Michael
1
Veraart, Almut E. D.
1
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1
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CREATES research paper
Journal of forecasting
Journal of econometrics
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
44
Discussion paper / Tinbergen Institute
28
Economics letters
24
Economic modelling
20
Econometric reviews
19
Journal of applied econometrics
18
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
16
Econometric theory
16
Discussion paper
15
European journal of operational research : EJOR
13
Journal of empirical finance
13
Working paper / National Bureau of Economic Research, Inc.
13
Cowles Foundation discussion paper
12
Discussion papers of interdisciplinary research project 373
12
NBER Working Paper
12
NBER working paper series
12
Oxford bulletin of economics and statistics
12
Mathematics of operations research
11
Journal of banking & finance
10
Journal of international money and finance
10
Operations research
10
SFB 649 discussion paper
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
Computational economics
9
Discussion paper / A
9
International journal of economics and financial issues : IJEFI
9
Quantitative finance
9
Working paper
9
Applied economics letters
8
Discussion papers in economics
8
Econometrics : open access journal
8
Insurance / Mathematics & economics
8
International economic journal
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Journal of productivity analysis
8
The econometrics journal
8
Applied economics
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ECONIS (ZBW)
23
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1
Mixed-frequency predictive regressions with parameter learning
Leippold, Markus
;
Yang, Hanlin
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
Saved in:
2
Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
3
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
4
Semiparametric inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
-
2016
Persistent link: https://www.econbiz.de/10011524100
Saved in:
5
Functional limit theorems for generalized variations of the fractional Brownian sheet
Pakkanen, Mikko S.
;
Réveillac, Anthony
-
2014
Persistent link: https://www.econbiz.de/10010346664
Saved in:
6
ABC of SV : limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
-
2014
Persistent link: https://www.econbiz.de/10010401691
Saved in:
7
Discretization of Lévy semistationary processes with application to estimation
Bennedsen, Mikkel
;
Lunde, Asger
;
Pakkanen, Mikko S.
-
2014
Persistent link: https://www.econbiz.de/10010388017
Saved in:
8
Asymptotics for the conditional-sum-of-squares estimator in multivariate fractional time series models
Nielsen, Morten Ørregaard
-
2014
Persistent link: https://www.econbiz.de/10010413826
Saved in:
9
Estimating stochastic volatility models using predictionbased estimating functions
Lunde, Asger
;
Floor Brix, Anne
-
2013
Persistent link: https://www.econbiz.de/10009763883
Saved in:
10
Short‐term stock price prediction based on limit order book dynamics
An, Yang
;
Chan, Ngai Hang
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 541-556
Persistent link: https://www.econbiz.de/10011860685
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