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Exchange rate
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Estimation theory
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Schätztheorie
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10
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10
Time series analysis
7
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4
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Kumar, Dilip
2
Abdulmuhyi, M. A.
1
Auwal, H. M.
1
Bhat, Aparna
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Bielak, Łukasz
1
Hernández, José A.
1
Michalak, Anna
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Orhan, Mehmet
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Serafin, Tomasz
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Theoretical economics letters
Journal of econometrics
156
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
81
Economics letters
48
Econometric reviews
43
Discussion paper / Tinbergen Institute
42
Economic modelling
29
European journal of operational research : EJOR
25
Journal of empirical finance
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Econometric theory
20
Computational economics
19
International journal of forecasting
19
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
17
CREATES research paper
16
Discussion paper / Center for Economic Research, Tilburg University
16
Finance research letters
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Quantitative finance
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Working paper / National Bureau of Economic Research, Inc.
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Discussion paper
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Journal of applied econometrics
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Journal of banking & finance
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NBER Working Paper
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Operations research
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The econometrics journal
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CEMMAP working papers / Centre for Microdata Methods and Practice
14
International journal of theoretical and applied finance
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Journal of forecasting
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Applied economics
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Discussion paper series / IZA
13
Journal of financial econometrics
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Econometrics : open access journal
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International journal of economics and financial issues : IJEFI
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Journal of risk and financial management : JRFM
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The North American journal of economics and finance : a journal of financial economics studies
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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1
Averaged-calibration-length prediction for currency exchange rates by a time-dependent Vasicek model
Serafin, Tomasz
;
Michalak, Anna
;
Bielak, Łukasz
; …
- In:
Theoretical economics letters
10
(
2020
)
3
,
pp. 579-599
Persistent link: https://www.econbiz.de/10012492075
Saved in:
2
Testing for Dornbusch and delayed overshooting : setting the record straight
Pippenger, John E.
- In:
Theoretical economics letters
9
(
2019
)
5
,
pp. 1489-1506
Persistent link: https://www.econbiz.de/10012104489
Saved in:
3
Unravelling the cipher of Indian rupee's volatility : testing the forecasting efficacy of the rolling symmetric and asymmetric GARCH models
Talwar, Shalini
;
Bhat, Aparna
- In:
Theoretical economics letters
8
(
2018
)
6
,
pp. 1188-1217
Persistent link: https://www.econbiz.de/10011888179
Saved in:
4
Volatility prediction : a study with structural breaks
Kumar, Dilip
- In:
Theoretical economics letters
8
(
2018
)
6
,
pp. 1218-1231
Persistent link: https://www.econbiz.de/10011888198
Saved in:
5
Modelling and forecasting unbiased extreme value volatility estimator : a study based on EUR/USD exchange rate
Kumar, Dilip
- In:
Theoretical economics letters
8
(
2018
)
9
,
pp. 1599-1613
Persistent link: https://www.econbiz.de/10011888653
Saved in:
6
Fitting the Nigeria stock market return series using GARCH models
Usman, U.
;
Auwal, H. M.
;
Abdulmuhyi, M. A.
- In:
Theoretical economics letters
7
(
2017
)
7
,
pp. 2159-2176
Persistent link: https://www.econbiz.de/10011785913
Saved in:
7
Heteroskedasticity-consistent covariance matrix estimators in small samples with high leverage points
Şimşek, Esra
;
Orhan, Mehmet
- In:
Theoretical economics letters
6
(
2016
)
4
,
pp. 658-677
Persistent link: https://www.econbiz.de/10011582398
Saved in:
8
On the asymptotics of stochastic restrictions
Hernández, José A.
- In:
Theoretical economics letters
6
(
2016
)
4
,
pp. 707-725
Persistent link: https://www.econbiz.de/10011582458
Saved in:
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