//--> //--> //-->
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"
type_genre:"Article in journal"
~person:"Brandt, Michael W."
~person:"Lobato, Ignacio N."
~type:"article"
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
Estimation theory
10
Schätztheorie
10
Theorie
5
Theory
5
Time series analysis
5
Zeitreihenanalyse
5
Wechselkurs
4
Statistical test
2
Statistischer Test
2
Volatility
2
Volatilität
2
ARMA model
1
ARMA-Modell
1
Akaike's AIC
1
Autocorrelation
1
Autokorrelation
1
Capital income
1
Correlation
1
Deutsche Mark
1
Deutschland
1
Diagnostic test
1
Efficiency
1
Estimation
1
Germany
1
Großbritannien
1
Higher-order moments
1
Incomplete market
1
Interest rate
1
Kapitaleinkommen
1
Korrelation
1
Kurtosis
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Model checking
1
Modellierung
1
Nichtlineare Regression
1
Noncausality
1
Nonlinear regression
1
Pfund Sterling
1
more ...
less ...
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Brandt, Michael W.
Lobato, Ignacio N.
Arize, Augustine Chuck
3
Baillie, Richard
3
Bollerslev, Tim
3
Caporale, Guglielmo Maria
3
Cheung, Yin-Wong
3
Diebold, Francis X.
3
Kumar, Dilip
3
Masih, Abdul Mansur M.
3
Masih, Rumi
3
Pittis, Nikitas
3
Racine, Jeffrey
3
Borowski, Didier
2
Burns, Kelly
2
Couharde, Cécile
2
Ebrahimi, Maryam
2
Fong, Wai-mun
2
Hall, Stephen G.
2
Harvey, Andrew C.
2
Koedijk, Kees
2
Lastrapes, William Dean
2
Maheswaran, S.
2
Maitra, Biswajit
2
Moosa, Imad A.
2
Mustafa, Muhammad
2
Olubusoye, Olusanya E.
2
Ouliaris, Sam
2
Parikh, Ashok K.
2
Paul, M. Thomas
2
Pedram, Mehdi
2
Rahman, A. K. M. Matiur
2
Rodriguez, Gabriel
2
Swamy, Paravastu A. V. B.
2
Tsay, Ruey S.
2
Wagner, Niklas F.
2
Abberger, Klaus
1
Abdullah, S. M.
1
Abdurehman, Abderezak Ali
1
Adeoye, Babatunde W.
1
more ...
less ...
Published in...
All
Investigaciones económicas
1
Journal of econometrics
1
Journal of financial economics
1
The journal of finance : the journal of the American Finance Association
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
- In:
Journal of financial economics
63
(
2002
)
2
,
pp. 161-210
Persistent link: https://www.econbiz.de/10001636757
Saved in:
2
Range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1047-1091
Persistent link: https://www.econbiz.de/10001684742
Saved in:
3
A semiparametric two-step estimator in a multivariate long memory model
Lobato, Ignacio N.
- In:
Journal of econometrics
90
(
1999
)
1
,
pp. 129-153
Persistent link: https://www.econbiz.de/10001353790
Saved in:
4
Semiparametric estimation of seasonal long memory models : theory and an application to the modeling of exchange rates
Lobato, Ignacio N.
- In:
Investigaciones económicas
21
(
1997
)
2
,
pp. 273-295
Persistent link: https://www.econbiz.de/10001234521
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->