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subject:"Wechselkurs"
type:"article"
~isPartOf:"Economic modelling"
~isPartOf:"Economics letters"
~isPartOf:"Journal of foreign exchange and international finance : JFEIF"
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Search: subject_exact:"Estimation theory"
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Wechselkurs
Estimation theory
1,121
Schätztheorie
1,121
Theorie
410
Theory
410
Time series analysis
169
Zeitreihenanalyse
169
Estimation
163
Schätzung
160
Regression analysis
115
Regressionsanalyse
115
Panel
104
Panel study
104
Nichtparametrisches Verfahren
94
Nonparametric statistics
94
Statistical test
60
Statistischer Test
60
Autocorrelation
42
Autokorrelation
42
Volatility
41
Volatilität
41
Method of moments
38
Momentenmethode
38
Panel data
36
Bias
33
Cointegration
33
Forecasting model
33
Kointegration
33
Maximum likelihood estimation
33
Prognoseverfahren
33
Systematischer Fehler
33
Maximum-Likelihood-Schätzung
32
Monte Carlo simulation
32
Monte-Carlo-Simulation
32
Sampling
30
Stichprobenerhebung
30
VAR model
30
VAR-Modell
30
ARCH model
29
ARCH-Modell
29
Bayes-Statistik
29
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17
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17
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English
17
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Ali, Faek Menla
1
Beckmann, Joscha
1
Caporale, Guglielmo Maria
1
Cecen, A. A.
1
Chiu, Sheng-hsiung
1
Czudaj, Robert
1
Davidson, James E. H.
1
Dheeriya, Prakash L.
1
Erkal, Cahit
1
Grabowski, Wojciech
1
Gradojevic, Nikola
1
Harrison, Michael J.
1
Hunter, John
1
Jayasinghe, Prabhath
1
Kulkarni, Sujata
1
Li, Chang-shuai
1
Lin, Chiun-sin
1
Lin, Tzu-yu
1
McNelis, Paul D.
1
Neftci, Salih N.
1
Parikh, Ashok K.
1
Paul, M. Thomas
1
Peel, David
1
Perera, Nelson
1
Pittis, Nikitas
1
Siddiqui, Sikandar
1
Tinaikar, Durgesh S.
1
Tsui, Albert K.
1
Welfe, Aleksander
1
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Economic modelling
Economics letters
Journal of foreign exchange and international finance : JFEIF
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
International journal of economics and financial issues : IJEFI
8
International economic journal
6
Journal of applied econometrics
6
Journal of econometrics
6
Journal of international money and finance
6
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
Journal of forecasting
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
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
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
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ECONIS (ZBW)
17
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1
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:
2
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:
3
Regime shifts and the Canada/US exchange rate in a multivariate framework
Beckmann, Joscha
;
Czudaj, Robert
- In:
Economics letters
123
(
2014
)
2
,
pp. 206-211
Persistent link: https://www.econbiz.de/10010400293
Saved in:
4
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:
5
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:
6
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:
7
Frequency domain analysis of foreign exchange order flows
Gradojevic, Nikola
- In:
Economics letters
115
(
2012
)
1
,
pp. 73-76
Persistent link: https://www.econbiz.de/10009615315
Saved in:
8
A non-linear error correction mechanism based on the bilinear model
Peel, David
- In:
Economics letters
58
(
1998
)
2
,
pp. 165-170
Persistent link: https://www.econbiz.de/10001235588
Saved in:
9
A qualitative threshold model of daily exchange rate movements
Siddiqui, Sikandar
- In:
Economics letters
59
(
1998
)
2
,
pp. 243-248
Persistent link: https://www.econbiz.de/10001241422
Saved in:
10
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:
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