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subject:"Großbritannien"
subject:"Wechselkurs"
~isPartOf:"Economic modelling"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Wechselkurs
Estimation theory
136
Schätztheorie
136
Estimation
53
Schätzung
52
Time series analysis
34
Zeitreihenanalyse
34
Regression analysis
21
Regressionsanalyse
21
Volatility
17
Volatilität
17
Cointegration
15
Kointegration
15
Theorie
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Theory
15
Statistical test
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Statistischer Test
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Bayes-Statistik
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Bayesian inference
13
Nichtparametrisches Verfahren
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Nonparametric statistics
13
Stochastic process
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Stochastischer Prozess
13
Panel
12
Panel study
12
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Börsenkurs
10
Share price
10
ARCH model
9
ARCH-Modell
9
VAR model
9
VAR-Modell
9
Bayesian estimation
8
Forecasting model
8
Maximum likelihood estimation
8
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8
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8
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8
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7
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English
8
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Caporale, Guglielmo Maria
2
Pittis, Nikitas
2
Ali, Faek Menla
1
Bergstrom, Albert R.
1
Chiu, Sheng-hsiung
1
Grabowski, Wojciech
1
Hassapis, Christis
1
Hunter, John
1
Jayasinghe, Prabhath
1
Li, Chang-shuai
1
Lin, Chiun-sin
1
Lin, Tzu-yu
1
Nowman, Kalid Ben
1
Tsui, Albert K.
1
Welfe, Aleksander
1
Wymer, Clifford R.
1
Zhang, Zhaoyong
1
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Economic modelling
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
27
Journal of applied econometrics
15
Journal of econometrics
12
Discussion paper
11
Oxford bulletin of economics and statistics
11
Discussion paper / Tinbergen Institute
10
Economics letters
10
Journal of international money and finance
10
Working paper / National Bureau of Economic Research, Inc.
10
Discussion paper / A
9
International journal of economics and financial issues : IJEFI
9
International economic journal
8
NBER Working Paper
8
NBER working paper series
8
Journal of foreign exchange and international finance : JFEIF
7
Journal of policy modeling : JPMOD ; a social science forum of world issues
7
Applied economics
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Applied economics letters
5
Discussion paper / Centre for Economic Forecasting
5
Discussion papers in economics
5
Journal of banking & finance
5
Scottish journal of political economy : the journal of the Scottish Economic Society
5
CEMMAP working papers / Centre for Microdata Methods and Practice
4
DAE working paper
4
Discussion paper / Centre for Economic Policy Research
4
Discussion paper / Tinbergen Institute / Tinbergen Institute
4
Discussion papers in quantitative economics and computing / E
4
International journal of finance & economics : IJFE
4
Journal of economic integration
4
Journal of empirical finance
4
Journal of forecasting
4
Journal of money, credit and banking : JMCB
4
Open economies review
4
Research in international business and finance
4
The economic journal : the journal of the Royal Economic Society
4
The journal of finance : the journal of the American Finance Association
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Theoretical economics letters
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ECONIS (ZBW)
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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
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:
4
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:
5
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:
6
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:
7
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:
8
Gaussian estimation of a second order continuous time macroeconometric model of the UK
Bergstrom, Albert R.
- In:
Economic modelling
9
(
1992
)
4
,
pp. 313-351
Persistent link: https://www.econbiz.de/10001137698
Saved in:
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