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subject:"Wechselkurs"
type:"article"
~person:"Koedijk, Kees"
~person:"Kumar, Dilip"
~person:"Lastrapes, William Dean"
~subject:"Wechselkurspolitik"
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Search: subject_exact:"Estimation theory"
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Wechselkurs
Wechselkurspolitik
Estimation theory
23
Schätztheorie
23
Volatility
16
Volatilität
16
ARCH model
12
ARCH-Modell
12
Forecasting model
11
Prognoseverfahren
11
Estimation
10
Schätzung
10
Capital income
9
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9
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7
Time series analysis
7
Zeitreihenanalyse
7
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Forecast evaluation
6
Outliers
6
Börsenkurs
5
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5
Volatility modeling
5
Bias
4
Systematischer Fehler
4
Theorie
4
Theory
4
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3
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3
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3
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2
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CARRS model
2
EU countries
2
EU-Staaten
2
Monte Carlo simulation
2
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2
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2
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2
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2
Rogers and Satchell estimator
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Koedijk, Kees
Kumar, Dilip
Lastrapes, William Dean
Arize, Augustine Chuck
3
Baillie, Richard
3
Bollerslev, Tim
3
Caporale, Guglielmo Maria
3
Cheung, Yin-Wong
3
Diebold, Francis X.
3
Kamaiah, Bandi
3
Masih, Abdul Mansur M.
3
Masih, Rumi
3
Pittis, Nikitas
3
Racine, Jeffrey
3
Borowski, Didier
2
Bossaerts, Peter L.
2
Brandt, Michael W.
2
Burns, Kelly
2
Couharde, Cécile
2
Ebrahimi, Maryam
2
Feng, Yuanhua
2
Fong, Wai-mun
2
Hall, Stephen G.
2
Harvey, Andrew C.
2
Heiler, Siegfried
2
Härdle, Wolfgang
2
Lobato, Ignacio N.
2
Maheswaran, S.
2
Maitra, Biswajit
2
Moosa, Imad A.
2
Mustafa, Muhammad
2
Olubusoye, Olusanya E.
2
Ouliaris, Sam
2
Papaioannou, Michael G.
2
Parikh, Ashok K.
2
Paul, M. Thomas
2
Pedram, Mehdi
2
Rahman, A. K. M. Matiur
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Econometric analysis of financial markets
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of international money and finance
1
Journal of money, credit and banking : JMCB
1
Macroeconomics and finance in emerging market economies
1
The journal of prediction markets
1
Theoretical economics letters
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ECONIS (ZBW)
8
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1
Modelling and forecasting unbiased extreme value volatility estimator : A study based on exchange rates with economic significance analysis
Kumar, Dilip
- In:
The journal of prediction markets
13
(
2019
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10012607570
Saved in:
2
Modelling and forecasting unbiased extreme value volatility estimator : a study based on EUR/USD exchange rate
Kumar, Dilip
- In:
Theoretical economics letters
8
(
2018
)
9
,
pp. 1599-1613
Persistent link: https://www.econbiz.de/10011888653
Saved in:
3
Long memory in Indian exchange rates : an application of power-law scaling analysis
Kumar, Dilip
;
Maheswaran, S.
- In:
Macroeconomics and finance in emerging market economies
8
(
2015
)
1/3
,
pp. 90-107
Persistent link: https://www.econbiz.de/10011402342
Saved in:
4
An EMS target zone model in discrete time
Koedijk, Kees
- In:
Journal of applied econometrics
13
(
1998
)
1
,
pp. 31-48
Persistent link: https://www.econbiz.de/10001237950
Saved in:
5
Stylized facts, realignments and investment strategies in the EMS
Koedijk, Kees
- In:
Econometric analysis of financial markets
,
(pp. 163-184)
.
1994
Persistent link: https://www.econbiz.de/10001284430
Saved in:
6
The impact of exchange rate volatility on international trade : reduced form estimates using the GARCH-in-mean model
Kroner, Kenneth F.
- In:
Journal of international money and finance
12
(
1993
)
3
,
pp. 298-318
Persistent link: https://www.econbiz.de/10001142246
Saved in:
7
Tail estimates of East European exchange rates
Koedijk, Kees
- In:
Journal of business & economic statistics : JBES ; a …
10
(
1992
)
1
,
pp. 83-96
Persistent link: https://www.econbiz.de/10001120242
Saved in:
8
Exchange rate volatility and US monetary policy : an ARCH application
Lastrapes, William Dean
- In:
Journal of money, credit and banking : JMCB
21
(
1989
)
1
,
pp. 66-77
Persistent link: https://www.econbiz.de/10001060792
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