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subject:"Exchange rate"
type_genre:"Article in journal"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of forecasting"
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Search: subject_exact:"Estimation theory"
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Exchange rate
Estimation theory
849
Schätztheorie
849
Theorie
255
Theory
255
Time series analysis
226
Zeitreihenanalyse
226
Estimation
198
Schätzung
197
Regression analysis
127
Regressionsanalyse
127
Nichtparametrisches Verfahren
125
Nonparametric statistics
125
Forecasting model
122
Prognoseverfahren
122
USA
102
United States
102
Volatility
69
Volatilität
69
Statistical test
61
Statistischer Test
61
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54
Panel study
54
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45
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45
Capital income
43
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43
Induktive Statistik
42
Statistical inference
42
Bayes-Statistik
41
Bayesian inference
41
Correlation
41
Korrelation
41
Maximum likelihood estimation
41
Maximum-Likelihood-Schätzung
41
Börsenkurs
37
Share price
37
Simulation
37
Bootstrap approach
36
Bootstrap-Verfahren
36
Monte Carlo simulation
36
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26
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26
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English
26
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Tsay, Ruey S.
2
Ali, Faek Menla
1
Baillie, Richard T.
1
Ben-Zion, Uri
1
Caporale, Guglielmo Maria
1
Chan, Ngai Hang
1
Cheung, Yin-Wong
1
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1
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1
Drost, Feike C.
1
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1
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1
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1
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1
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1
Hong, Yongmiao
1
Hsieh, David A.
1
Hu, Yu-Pin
1
Hunter, John
1
Jayasinghe, Prabhath
1
Jin, Sainan
1
Joseph, Nathan Lael
1
Kee, Koh Seng
1
Koedijk, Kees
1
Kool, Clemens
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Preminger, Arie
1
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Economic modelling
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of forecasting
International journal of economics and financial issues : IJEFI
8
Economics letters
6
International economic journal
6
Journal of applied econometrics
6
Journal of econometrics
6
Journal of international money and finance
6
Journal of foreign exchange and international finance : JFEIF
5
International journal of finance & economics : IJFE
4
Research in international business and finance
4
Theoretical economics letters
4
Applied economics
3
CBN journal of applied statistics
3
International journal of economics and finance
3
International journal of monetary economics and finance
3
Journal of economic integration
3
Journal of empirical finance
3
Seoul journal of economics
3
The journal of finance : the journal of the American Finance Association
3
Afro-Asian Journal of Finance and Accounting : AAJFA
2
Applied economics letters
2
Artha vijñāna : journal of the Gokhale Institute of Politics and Economics
2
Econometric reviews
2
Economic notes : economic review of Banca Monte dei Paschi di Siena
2
Economic systems
2
Financial engineering and the Japanese markets
2
Indian journal of economics & business : IJEB
2
International journal of financial research
2
International journal of forecasting
2
International review of financial analysis
2
Journal of banking & finance
2
Journal of economic development
2
Journal of international economics
2
Journal of international financial markets, institutions & money
2
Journal of money, credit and banking : JMCB
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Journal of risk and financial management : JRFM
2
Macroeconomics and finance in emerging market economies
2
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ECONIS (ZBW)
26
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1
Combining p-values for multivariate predictive ability testing
Spreng, Lars
;
Urga, Giovanni
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 765-777
Persistent link: https://www.econbiz.de/10014448433
Saved in:
2
The Tobit cointegrated vector autoregressive model : an application to the currency market
Grabowski, Wojciech
;
Welfe, Aleksander
- In:
Economic modelling
89
(
2020
),
pp. 88-100
Persistent link: https://www.econbiz.de/10012425926
Saved in:
3
Money demand instability and real exchange rate persistence in the monetary model of USD-JPY exchange rate
Hunter, John
;
Ali, Faek Menla
- In:
Economic modelling
40
(
2014
),
pp. 42-51
Persistent link: https://www.econbiz.de/10010425740
Saved in:
4
Principal volatility component analysis
Hu, Yu-Pin
;
Tsay, Ruey S.
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
2
,
pp. 153-177
Persistent link: https://www.econbiz.de/10010410764
Saved in:
5
New estimates of time-varying currency betas : a trivariate BEKK approach
Jayasinghe, Prabhath
;
Tsui, Albert K.
;
Zhang, Zhaoyong
- In:
Economic modelling
42
(
2014
),
pp. 128-139
Persistent link: https://www.econbiz.de/10010478223
Saved in:
6
Testing the martingale hypothesis
Phillips, Peter C. B.
;
Jin, Sainan
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
4
,
pp. 537-554
Persistent link: https://www.econbiz.de/10010488434
Saved in:
7
Common persistence in conditional variance : a reconsideration
Li, Chang-shuai
- In:
Economic modelling
29
(
2012
)
5
,
pp. 1809-1819
Persistent link: https://www.econbiz.de/10009667096
Saved in:
8
Empirical mode decomposition-based least squares support vector regression for foreign exchange rate forecasting
Lin, Chiun-sin
;
Chiu, Sheng-hsiung
;
Lin, Tzu-yu
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2583-2590
Persistent link: https://www.econbiz.de/10009673658
Saved in:
9
True or spurious long memory? : a new test
Ohanissian, Arek
;
Russell, Jeffrey R.
;
Tsay, Ruey S.
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
2
,
pp. 161-175
Persistent link: https://www.econbiz.de/10003675667
Saved in:
10
The extended switching regression model : allowing for multiple latent state variables
Preminger, Arie
;
Ben-Zion, Uri
;
Wettstein, David
- In:
Journal of forecasting
26
(
2007
)
7
,
pp. 457-473
Persistent link: https://www.econbiz.de/10003593886
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