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subject:"Schätzung"
isPartOf:"Applied financial economics"
~subject:"Interest rate"
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Search: subject_exact:"Estimation theory"
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Schätzung
Interest rate
Estimation theory
27
Schätztheorie
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Estimation
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10
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6
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5
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Armah, Nii Ayi
1
Armitage, Seth
1
Brzeszczynski, Janusz
1
Hallerbach, Winfried G.
1
Huang, Alex
1
Kalda, Ankit
1
Lee, John H. H.
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1
Masih, Rumi
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Applied financial economics
Journal of econometrics
213
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
135
Economics letters
109
Discussion paper series / IZA
58
Applied economics letters
55
Econometric reviews
55
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52
NBER Working Paper
50
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
49
CEMMAP working papers / Centre for Microdata Methods and Practice
48
Applied economics
44
NBER working paper series
44
Discussion paper / Tinbergen Institute
40
Journal of applied econometrics
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Working paper / Department of Econometrics and Business Statistics, Monash University
37
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
33
Working paper / National Bureau of Economic Research, Inc.
33
IZA Discussion Paper
32
Working paper
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CESifo working papers
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30
Quantitative economics : QE ; journal of the Econometric Society
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The econometrics journal
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Econometric theory
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of banking & finance
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Discussion papers / CEPR
25
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Journal of empirical finance
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Journal of the American Statistical Association : JASA
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The review of economics and statistics
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International journal of forecasting
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Discussion paper / Centre for Economic Policy Research
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International journal of economics and financial issues : IJEFI
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SFB 649 discussion paper
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1
Nonparametric conditional density estimation of short-term interest rate movements : procedures, results and risk management implications
Kalda, Ankit
;
Siddiqui, Sikandar
- In:
Applied financial economics
23
(
2013
)
7/9
,
pp. 671-684
Persistent link: https://www.econbiz.de/10009750636
Saved in:
2
Improving the CARR model using extreme range estimators
Miralles Marcelo, José Luis
;
Miralles-Quirós, José Luis
- In:
Applied financial economics
23
(
2013
)
19/21
,
pp. 1635-1647
Persistent link: https://www.econbiz.de/10010259753
Saved in:
3
Some variables are more worthy than others : new diffusion index evidence on the monitoring of key economic indicators
Armah, Nii Ayi
;
Swanson, Norman R.
- In:
Applied financial economics
21
(
2011
)
1/3
,
pp. 43-60
Persistent link: https://www.econbiz.de/10009124680
Saved in:
4
Estimating single factor jump diffusion interest rate models
Sorwar, Ghulam
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1679-1689
Persistent link: https://www.econbiz.de/10009385057
Saved in:
5
Heteroscedasticity and interval effects in estimating beta : UK evidence
Armitage, Seth
;
Brzeszczynski, Janusz
- In:
Applied financial economics
21
(
2011
)
19/21
,
pp. 1525-1538
Persistent link: https://www.econbiz.de/10009356071
Saved in:
6
A value-at-risk approach with kernel estimator
Huang, Alex
- In:
Applied financial economics
19
(
2009
)
4/6
,
pp. 379-395
Persistent link: https://www.econbiz.de/10003828521
Saved in:
7
Long-horizon yield curve projections : comparison of semi-parametric and parametric approaches
Nyholm, Ken
;
Rebonato, Riccardo
- In:
Applied financial economics
18
(
2008
)
18/21
,
pp. 1597-1611
Persistent link: https://www.econbiz.de/10003800185
Saved in:
8
A new test for simultaneous estimation of unit roots and GARCH risk in the presence of stationary conditional heteroscedasticity disturbances
Sjölander, Pär
- In:
Applied financial economics
18
(
2008
)
7/9
,
pp. 527-558
Persistent link: https://www.econbiz.de/10003739218
Saved in:
9
Cross- and auto-correlation effects arising from averaging : the case of US interest rates and equity duration
Hallerbach, Winfried G.
- In:
Applied financial economics
13
(
2003
)
4
,
pp. 287-294
Persistent link: https://www.econbiz.de/10001748451
Saved in:
10
Empirical tests of short-term interest rate models : a nonparametric approach
Niizeki, Mikiyo Kii
- In:
Applied financial economics
8
(
1998
)
4
,
pp. 347-352
Persistent link: https://www.econbiz.de/10001363502
Saved in:
11
Continuous-time short term interest rate models
Nowman, K. Ben
- In:
Applied financial economics
8
(
1998
)
4
,
pp. 401-407
Persistent link: https://www.econbiz.de/10001363514
Saved in:
12
The impact of inflation rate announcements on interest rate volatility : Australian evidence
Silvapulle, Paramsothy
- In:
Applied financial economics
7
(
1997
)
5
,
pp. 559-566
Persistent link: https://www.econbiz.de/10001229831
Saved in:
13
Investigating the robustness of tests of the market efficiency hypothesis : contributions from cointegration techniques on the Canadian floating dollar
Masih, Abdul Mansur M.
- In:
Applied financial economics
5
(
1995
)
3
,
pp. 139-150
Persistent link: https://www.econbiz.de/10001185273
Saved in:
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