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subject:"Großbritannien"
subject:"Wechselkurs"
~person:"Diebold, Francis X."
~person:"Pittis, Nikitas"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Wechselkurs
Estimation theory
24
Schätztheorie
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17
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17
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8
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8
Time series analysis
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Aufsatz in Zeitschrift
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Diebold, Francis X.
Pittis, Nikitas
Caporale, Guglielmo Maria
5
Baillie, Richard
4
Bollerslev, Tim
4
Cuthbertson, Keith
4
Patterson, Kerry D.
4
Arize, Augustine Chuck
3
Bhattacharyya, Dilip K.
3
Blundell, Richard W.
3
Chambers, Marcus J.
3
Cheung, Yin-Wong
3
Ericsson, Neil R.
3
Hall, Stephen G.
3
Kumar, Dilip
3
Masih, Abdul Mansur M.
3
Masih, Rumi
3
Mills, Terence C.
3
Parikh, Ashok K.
3
Paul, M. Thomas
3
Peel, David
3
Racine, Jeffrey
3
Swamy, Paravastu A. V. B.
3
Allen, David E.
2
Ashtekar, Medha
2
Bekaert, Geert
2
Borowski, Didier
2
Brandt, Michael W.
2
Burns, Kelly
2
Burton, Michael P.
2
Couharde, Cécile
2
Cunningham, Alastair W. F.
2
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2
Fong, Wai-mun
2
Franses, Philip Hans
2
Gasparro, David
2
Georgoutsos, Demetris A.
2
Harvey, Andrew C.
2
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Economic modelling
2
The journal of finance : the journal of the American Finance Association
2
Journal of applied econometrics
1
Journal of international money and finance
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
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ECONIS (ZBW)
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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
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
Parameter instability, superexogeneity, and the monetary model of the exchange rate
Caporale, Guglielmo Maria
;
Pittis, Nikitas
- In:
Weltwirtschaftliches Archiv : Zeitschrift des Instituts …
137
(
2001
)
3
,
pp. 501-524
Persistent link: https://www.econbiz.de/10001618429
Saved in:
4
Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo Maria
- In:
Journal of policy modeling : JPMOD ; a social science …
20
(
1998
)
5
,
pp. 581-601
Persistent link: https://www.econbiz.de/10001246740
Saved in:
5
Unit roots and long-run causality : investigating the relationship between output, money and interest rates
Caporale, Guglielmo Maria
- In:
Economic modelling
15
(
1998
)
1
,
pp. 91-112
Persistent link: https://www.econbiz.de/10001247848
Saved in:
6
Modelling the sterling-deutschmark exchange rate : non-linear dependence and thick tails
Caporale, Guglielmo Maria
- In:
Economic modelling
13
(
1996
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10001204716
Saved in:
7
On cointegration and exchange rate dynamics
Diebold, Francis X.
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 727-735
Persistent link: https://www.econbiz.de/10001169036
Saved in:
8
The dynamics of exchange rate volatility : a multivariate latent factor ARCH model
Diebold, Francis X.
- In:
Journal of applied econometrics
4
(
1989
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10001071192
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