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subject:"Großbritannien"
subject:"Wechselkurs"
~type_genre:"Arbeitspapier"
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Großbritannien
Wechselkurs
Schätztheorie
8,727
Estimation theory
8,724
Theorie
2,744
Theory
2,744
Zeitreihenanalyse
1,431
Time series analysis
1,429
Schätzung
1,322
Estimation
1,319
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1,047
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1,046
Nichtparametrisches Verfahren
1,016
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1,016
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495
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494
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482
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482
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397
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397
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365
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365
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345
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344
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337
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337
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296
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296
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293
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293
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286
Volatilität
282
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281
Monte Carlo simulation
280
Simulation
276
Maximum-Likelihood-Schätzung
272
Maximum likelihood estimation
270
Method of moments
265
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265
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264
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264
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261
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418
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418
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205
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205
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194
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32
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30
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26
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Jenkins, Stephen
7
Brandt, Michael W.
6
Alizadeh, Sassan
4
Burkhauser, Richard V.
4
Chauveau, Thierry
4
Craig, Ben R.
4
Diebold, Francis X.
4
Garratt, Anthony
4
Hérault, Nicolas
4
Keller, Joachim G.
4
Wilkins, Roger
4
Bekaert, Geert
3
Biewen, Martin
3
Härdle, Wolfgang
3
Jordà, Òscar
3
Knüppel, Malte
3
Marcellino, Massimiliano
3
Oberhofer, Harald
3
Pesaran, M. Hashem
3
Pfaffermayr, Michael
3
Shin, Yongcheol
3
Spokojnyj, Vladimir G.
3
Topol, Richard
3
Breitung, Jörg
2
Candelon, Bertrand
2
Caporale, Guglielmo Maria
2
Chesher, Andrew
2
Comin, Diego
2
Cunningham, Alastair W. F.
2
Dijk, Dick van
2
Dijk, Herman K. van
2
Eklund, Jana
2
Franses, Philip Hans
2
Hall, Stephen G.
2
Hodrick, Robert J.
2
Kadlec, Gregory B.
2
Kaehler, Jürgen
2
Kapetanios, George
2
Kim, Dongwoo
2
Kleibergen, Frank
2
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4
Rodney L. White Center for Financial Research
3
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3
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1
Banque de France / Direction des Etudes Economiques et de la Recherche
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1
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1
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1
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1
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1
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1
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1
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1
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Discussion paper / Tinbergen Institute
10
Working paper / National Bureau of Economic Research, Inc.
10
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6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
CEMMAP working papers / Centre for Microdata Methods and Practice
4
DAE working paper
4
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4
Discussion paper / Centre for Economic Policy Research
4
Discussion paper / Tinbergen Institute / Tinbergen Institute
4
Working paper
4
Working papers / Bank of England
4
Department of Economics discussion paper / Department of Economics, The University of Birmingham
3
Discussion papers in economics
3
Discussion papers of interdisciplinary research project 373
3
Working paper series
3
Working papers / Rodney L. White Center for Financial Research
3
Bank of Japan working paper series
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
Economic research paper / Loughborough University, Department of Economics
2
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2
Report / Econometric Institute, Erasmus University Rotterdam
2
Research paper / University of Melbourne, Department of Economics
2
Sheffield economic research paper series
2
Staff reports / Federal Reserve Bank of New York
2
Temi di discussione del Servizio Studi / Banca d'Italia
2
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
1
BOFIT discussion papers
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ECONIS (ZBW)
194
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101
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194
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101
Inference and forecasting for fractional autoregressive integrated moving average models : with an application to US and UK inflation
Ooms, Marius
;
Doornik, Jurgen A.
-
1999
Persistent link: https://www.econbiz.de/10001526108
Saved in:
102
Non- and semiparametric identification of seasonal nonlinear autoregession models
Yang, Lijian
;
Tschernig, Rolf
-
1998
Persistent link: https://www.econbiz.de/10000168640
Saved in:
103
Parameter instability, superexogeneity and the monetary model of the exchange rate
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
1998
Persistent link: https://www.econbiz.de/10000978635
Saved in:
104
L' inflation sous-jacente à partir d'une approche structurelle des VAR : une application à la France, l'Allemagne et au Royaume-Uni
Jacquinot, Pascal
-
1998
Persistent link: https://www.econbiz.de/10000980491
Saved in:
105
Short patches of outliers, ARCH and volatility modelling
Franses, Philip Hans
;
Dijk, Dick van
;
Lucas, André
-
1998
Persistent link: https://www.econbiz.de/10000986130
Saved in:
106
Improving GARCH volatility forecasts
Klaassen, Franc
-
1998
Persistent link: https://www.econbiz.de/10000986444
Saved in:
107
Re-employment probabilities and returns to matching
Petrongolo, Barbara
-
1998
Persistent link: https://www.econbiz.de/10000990207
Saved in:
108
Econometric issues in the analysis of linked cross-section employer-worker surveys
Hildreth, Andrew K. G.
-
1998
Persistent link: https://www.econbiz.de/10000990507
Saved in:
109
Panel-data estimation of non-linear term-structure models
Honoré, Peter
-
1998
Persistent link: https://www.econbiz.de/10000996537
Saved in:
110
Regime switches in interest rates
Ang, Andrew
;
Bekaert, Geert
-
1998
Persistent link: https://www.econbiz.de/10000660440
Saved in:
111
Why use arbitrary points scores : ordered categories in models of educatinal progress
Fielding, Antony
-
1998
Persistent link: https://www.econbiz.de/10001398679
Saved in:
112
A structural cointegration VAR approach to macroeconometric modelling
Garratt, Anthony
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10001350669
Saved in:
113
Parametric distributional flexibility and conditional variance models with an application to hourly exchange rates
Lye, Jenny N.
-
1998
Persistent link: https://www.econbiz.de/10000991823
Saved in:
114
Spurious correlation in exchange rate target zone modelling : testing the drift-adjustment method on the US Dollar, Random walk and chaos
Darvas, Zsolt M.
-
1998
Persistent link: https://www.econbiz.de/10013422537
Saved in:
115
Variation in the slope coefficient of the Fama regression for testing uncovered interest rate parity : evidence from fixed and time-varying coefficient approaches
Koning, Camiel de
;
Straetmans, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000953290
Saved in:
116
Semi-parametric modelling of the term structure
Bianchi, Marco
;
Orszag, Jonathan Michael
;
Steeley, James M.
-
1997
Persistent link: https://www.econbiz.de/10000956524
Saved in:
117
Nonlinear equilibrium dynamics
Markellos, Raphaēl N.
-
1997
Persistent link: https://www.econbiz.de/10000959404
Saved in:
118
Post-sample prediction tests for the efficient method of moments
Sluis, Pieter J. van der
-
1997
Persistent link: https://www.econbiz.de/10000961545
Saved in:
119
Peut-on exploiter le lien statistique entre cours et volumes? : Le cas de quatre bourses de valeurs
Chauveau, Thierry
-
1997
Persistent link: https://www.econbiz.de/10000962614
Saved in:
120
Gaussian estimation of long-range dependent volatility in asset prices
Zaffaroni, Paolo
-
1997
Persistent link: https://www.econbiz.de/10000964422
Saved in:
121
Stability of estimates of the compensation for danger
Arabsheibani, Gholam Reza
;
Marin, Alan
-
1997
Persistent link: https://www.econbiz.de/10000966134
Saved in:
122
Large and small sample information criteria for GARCH models based on the estimation of the Kullback-Leibler discrepancy
Brooks, Chris
-
1997
Persistent link: https://www.econbiz.de/10000978781
Saved in:
123
Non-parametric volatility estimation of exchange rates and stock prices
Heid, Frank
-
1997
Persistent link: https://www.econbiz.de/10000978829
Saved in:
124
Testing under non-standard conditions in frequency domain : with applications to Markov regime switching models of exchange rates and the Federal Funds rate
Gong, Frank Fangxiong
;
Mariano, Roberto S.
-
1997
Persistent link: https://www.econbiz.de/10000982524
Saved in:
125
Decomposition of feedback between time series in a bivariate error-correction model
Koo, Jahyeong
;
Johnson, Paul A.
-
1997
Persistent link: https://www.econbiz.de/10000982767
Saved in:
126
A simple regime-switching model for stochastic volatilities
Christopeit, Norbert
-
1997
Persistent link: https://www.econbiz.de/10000982947
Saved in:
127
Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000984425
Saved in:
128
"Peso problem" explanations for term structure anomalies
Bekaert, Geert
;
Hodrick, Robert J.
;
Marshall, David Aaron
-
1997
Persistent link: https://www.econbiz.de/10000986532
Saved in:
129
An evolutionary bootstrap method for selecting dynamic trading strategies
LeBaron, Blake Dean
-
1997
Persistent link: https://www.econbiz.de/10000989995
Saved in:
130
Note on error density estimation in nonparametric regression and application to income data
Li, Zhu-yu
-
1997
Persistent link: https://www.econbiz.de/10000971076
Saved in:
131
Exchange rates and fundamentals : what do we learn from long-horizon regressions?
Kilian, Lutz
(
contributor
)
-
1997
Persistent link: https://www.econbiz.de/10000972191
Saved in:
132
Multilateral versus bilateral testing for long run purchasing power parity : a cointegration analysis for the Greek drachma
Sideris, Dimitrios
-
1997
Persistent link: https://www.econbiz.de/10000974132
Saved in:
133
Multifractality of Deutschemark US dollar exchange rates
Fisher, Adlai
;
Calvet, Laurent E.
;
Mandelbrot, Benoît B.
-
1997
Persistent link: https://www.econbiz.de/10000974392
Saved in:
134
Estimating preferences under risk : the case of racetrack bettors
Jullien, Bruno
;
Salanié, Bernard
-
1997
Persistent link: https://www.econbiz.de/10000975629
Saved in:
135
Structural analysis of vector error correction models with exogenous I(1) variables
Pesaran, M. Hashem
;
Shin, Yongcheol
;
Smith, Richard J.
-
1997
Persistent link: https://www.econbiz.de/10000629002
Saved in:
136
"Peso problem" explanations for term structure anomalies
Bekaert, Geert
;
Hodrick, Robert J.
;
Marshall, David Aaron
-
1997
Persistent link: https://www.econbiz.de/10000638171
Saved in:
137
MLE is alive and well in the financial markets
Ramamurtie, Buddhavarapu Sailesh
;
Ulman, Scott
-
1996
Persistent link: https://www.econbiz.de/10000983755
Saved in:
138
Semi-parametric estimation of the company growth-size relation
Cosh, Andrew D.
(
contributor
)
-
1996
Persistent link: https://www.econbiz.de/10000972034
Saved in:
139
The long-run US, UK real exchange rate
Engel, Charles
;
Kim, Chang-jin
-
1996
Persistent link: https://www.econbiz.de/10000604986
Saved in:
140
Base money rules in the United Kingdom
Haldane, Andrew G.
;
McCallum, Bennett T.
;
Salmon, Chris
-
1996
Persistent link: https://www.econbiz.de/10000931292
Saved in:
141
Permanent and transitory shocks, and the UK business cycle
Ravn, Morten O.
-
1996
Persistent link: https://www.econbiz.de/10000591167
Saved in:
142
Recent developments in modelling nonstationary vector autoregressions
Mills, Terence C.
-
1996
Persistent link: https://www.econbiz.de/10000949552
Saved in:
143
Non-observable noises as a possible cause of conditional heteroscedasticity : the case of intraday exchange rates
Chauveau, Thierry
;
Topol, Richard
-
1996
Persistent link: https://www.econbiz.de/10000950013
Saved in:
144
Die Preisbildung im westdeutschen Außenhandel : e. empirische Untersuchung
Fischer, Malte
-
1996
Persistent link: https://www.econbiz.de/10013346212
Saved in:
145
Irregularly spaced AR and ARCH (ISAR-ARCH) models
Pai, Jeffrey
;
Polasek, Wolfgang
;
Kozumi, Hideo
-
1995
Persistent link: https://www.econbiz.de/10000911263
Saved in:
146
Non-parametric estimation of returns to scale
Fox, Kevin J.
;
Grafton, R. Quentin
-
1995
Persistent link: https://www.econbiz.de/10000912132
Saved in:
147
Modeling changes in daily $A exchange rates : an application of GARCH
Kim, Suk-Joong
-
1995
Persistent link: https://www.econbiz.de/10000913189
Saved in:
148
A cointegration study of aggregate imports using likelihood based testing principles
Kleibergen, Frank
;
Urbain, Jean-Pierre
;
Dijk, Herman K. van
-
1995
Persistent link: https://www.econbiz.de/10000916991
Saved in:
149
Volatility clustering in stock returns at low frequencies
Jacobsen, Ben
;
Dannenburg, Dennis Ramon
-
1995
Persistent link: https://www.econbiz.de/10000918266
Saved in:
150
Semiautomatische Modellselektion bei autoregressiver bedingter Heteroskedastie : Ergebnisse aus Simulationsexperimenten
Sanddorf-Köhle, Walter G.
-
1995
Persistent link: https://www.econbiz.de/10000921167
Saved in:
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