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subject:"Exchange rate"
isPartOf:"Document de travail de l'OFCE"
~isPartOf:"Economics letters"
~isPartOf:"Applied economics letters"
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Search: subject_exact:"Estimation theory"
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Exchange rate
Estimation theory
1,173
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184
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184
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165
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Document de travail de l'OFCE
Economics letters
Applied economics letters
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
International journal of economics and financial issues : IJEFI
8
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7
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6
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3
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1
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:
2
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:
3
Estimating portfolio value-at-risk via dynamic conditional correlation MGARCH model : an empirical study on foreign exchange rates
Hsu Ku, Yuan-Hung
;
Wang, Jai Jen
- In:
Applied economics letters
15
(
2008
)
7/9
,
pp. 533-538
Persistent link: https://www.econbiz.de/10003741298
Saved in:
4
Non-linear modelling of daily exchange rate reurns, volatility, and 'news' in a small developing economy
Sánchez-Fung, José R.
- In:
Applied economics letters
10
(
2003
)
4
,
pp. 247-250
Persistent link: https://www.econbiz.de/10001749009
Saved in:
5
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:
6
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:
7
Distinguishing between stochastic and deterministic behavior in foreign exchange rate returns : further evidence
Cecen, A. A.
- In:
Economics letters
51
(
1996
)
3
,
pp. 323-329
Persistent link: https://www.econbiz.de/10001200985
Saved in:
8
Exchange rate dynamics with heterogeneous beliefs : a theoretical justification of some assymmetric arch effects
Chauveau, Thierry
;
Topol, Richard
-
1993
Persistent link: https://www.econbiz.de/10000874523
Saved in:
9
Exchange rate dynamics with heterogeneous beliefs : a theoretical justification of some assymmetric arch effects
Chauveau, Thierry
;
Topol, Richard
-
1993
Persistent link: https://www.econbiz.de/10000874529
Saved in:
10
A diagnostic check for model specification : an application to the yen-dollar exchange rate
Neftci, Salih N.
- In:
Economics letters
33
(
1990
)
1
,
pp. 69-73
Persistent link: https://www.econbiz.de/10001088734
Saved in:
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