//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Exchange rate"
subject:"United Kingdom"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"ARCH model"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Exchange rate
United Kingdom
ARCH model
Estimation theory
268
Schätztheorie
268
Theorie
178
Theory
178
Time series analysis
30
Zeitreihenanalyse
30
Nichtparametrisches Verfahren
22
Nonparametric statistics
22
Estimation
20
Schätzung
20
Regression analysis
12
Regressionsanalyse
12
Statistical distribution
12
Statistische Verteilung
12
Statistical theory
10
Statistische Methodenlehre
10
ARCH-Modell
9
Maximum likelihood estimation
9
Maximum-Likelihood-Schätzung
9
Sampling
9
Stichprobenerhebung
9
Core
8
Chaos theory
7
Chaostheorie
7
France
7
Frankreich
7
Markov chain
7
Markov-Kette
7
Bayes-Statistik
6
Bayesian inference
6
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Probability theory
6
Risikomaß
6
Risikoprämie
6
Risk measure
6
Risk premium
6
Simulation
6
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
10
Book / Working Paper
10
Type of publication (narrower categories)
All
Arbeitspapier
10
Article in journal
10
Aufsatz in Zeitschrift
10
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
Amtsdruckschrift
1
Government document
1
more ...
less ...
Language
All
English
20
Author
All
Francq, Christian
7
Zakoïan, Jean-Michel
7
Baillie, Richard
2
Bertholon, Henri
1
Cheung, Yin-Wong
1
Chinn, Menzie David
1
Diebold, Francis X.
1
Fermanian, Jean-David
1
Finn, Mary G.
1
Hall, Stephen G.
1
Hondroyiannis, George B.
1
Horváth, Lajos
1
Jullien, Bruno
1
Kapetanios, George
1
Kenjegaliev, Amangeldi
1
Kim, Kun Ho
1
Kroner, Kenneth F.
1
Lastrapes, William Dean
1
Ligeralde, Antonio Velasco
1
Liu, Philip
1
Maldonado, Wilfredo Leiva
1
Malongo, Hassan
1
Monfort, Alain
1
Mumtaz, Haroon
1
Naka, Atsuyuki
1
Pecchenino, Rowena A.
1
Pegoraro, Fulvio
1
Salanié, Bernard
1
Swamy, Paravastu A. V. B.
1
Tavlas, George S.
1
Theophilopoulou, Angeliki
1
Tourinho, Octávio Augusto Fontes
1
Valli, Marcos
1
Whitney, Gerald A.
1
more ...
less ...
Published in...
All
Journal of international money and finance
Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
60
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
50
Econometric theory
38
Economics letters
30
Discussion paper / Tinbergen Institute
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Econometric reviews
17
Applied economics
16
International journal of economics and financial issues : IJEFI
16
International journal of forecasting
16
Journal of applied econometrics
16
Journal of empirical finance
16
The econometrics journal
16
Economic modelling
15
Journal of forecasting
15
Journal of banking & finance
14
CREATES research paper
13
Finance research letters
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Journal of risk
12
Applied economics letters
11
Oxford bulletin of economics and statistics
11
Working paper / National Bureau of Economic Research, Inc.
11
Discussion paper
10
Journal of time series econometrics
10
NBER Working Paper
10
CORE discussion papers : DP
9
Discussion paper / A
9
Discussion paper / Centre for Economic Forecasting
9
Journal of risk and financial management : JRFM
9
NBER working paper series
9
The North American journal of economics and finance : a journal of financial economics studies
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
International economic journal
8
Journal of financial econometrics
8
Working paper series
8
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
Econometrics : open access journal
7
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A new test for market efficiency and uncovered interest parity
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
- In:
Journal of international money and finance
130
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248790
Saved in:
2
Multi-level conditional VaR estimation in dynamic models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2014
Persistent link: https://www.econbiz.de/10010390368
Saved in:
3
The transmission of international shocks to the UK : estimates based on a time-varying factor augmented VAR
Liu, Philip
;
Mumtaz, Haroon
;
Theophilopoulou, Angeliki
- In:
Journal of international money and finance
46
(
2014
),
pp. 1-15
Persistent link: https://www.econbiz.de/10010391033
Saved in:
4
On the stationarity of dynamic conditional correlation models
Fermanian, Jean-David
;
Malongo, Hassan
-
2013
Persistent link: https://www.econbiz.de/10010342712
Saved in:
5
Is the relationship between prices and exchange rates homogeneous?
Hall, Stephen G.
;
Hondroyiannis, George B.
; …
- In:
Journal of international money and finance
37
(
2013
),
pp. 411-438
Persistent link: https://www.econbiz.de/10010209038
Saved in:
6
Exchange rate bubbles : fundamental value estimation and rational expectations test
Maldonado, Wilfredo Leiva
;
Tourinho, Octávio Augusto Fontes
- In:
Journal of international money and finance
31
(
2012
)
5
,
pp. 1033-1059
Persistent link: https://www.econbiz.de/10009671977
Saved in:
7
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935355
Saved in:
8
Properties of the QMLE and the weighted LSE for LARCH (q) models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935360
Saved in:
9
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
10
Testing the nullity of GARCH coefficients : correction of the standard tests and relative efficiency comparisons
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755835
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->