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subject:"Wechselkurs"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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Wechselkurs
Estimation
371
Schätzung
371
Theorie
164
Theory
164
Estimation theory
129
Schätztheorie
129
USA
100
United States
99
Time series analysis
95
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65
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Baillie, Richard T.
1
Casarin, Roberto
1
Cheung, Yin-Wong
1
Chung, Chae-shick
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Drost, Feike C.
1
Erlandsson, Ulf G.
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Fong, Wai-mun
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Franses, Philip Hans
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Groen, Jan J. J.
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Guo, Dajiang
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Kee, Koh Seng
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Kleibergen, Frank
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Li, Wai Keung
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Lucas, André
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Nijman, Theodore E.
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Ouliaris, Sam
1
Pedroni, Peter Louis
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Pesaran, M. Hashem
1
Racine, Jeffrey
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Ruge-Murcia, Francisco Javier
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Sartore, Domenico
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Shehadeh, Ramsey D.
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of international money and finance
99
Applied economics
64
NBER working paper series
52
International review of economics & finance : IREF
50
Economic modelling
49
NBER Working Paper
49
Working paper / National Bureau of Economic Research, Inc.
48
CESifo working papers
46
International journal of finance & economics : IJFE
44
International journal of economics and financial issues : IJEFI
42
Applied financial economics
37
Journal of international financial markets, institutions & money
37
The North American journal of economics and finance : a journal of financial economics studies
37
Applied economics letters
35
Discussion paper / Centre for Economic Policy Research
35
The empirical economics letters : a monthly international journal of economics
30
Open economies review
29
Working paper
29
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
Journal of international economics
26
IMF working papers
24
International journal of economics and finance
24
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22
International Journal of Energy Economics and Policy : IJEEP
21
International review of financial analysis
21
The European journal of finance
21
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
19
International journal of forecasting
19
Research in international business and finance
19
Cogent economics & finance
18
Discussion papers / CEPR
17
Finance research letters
17
International economic journal
17
Journal of banking & finance
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Journal of macroeconomics
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Journal of risk and financial management : JRFM
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Discussion paper / Tinbergen Institute
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Economics letters
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Journal of empirical finance
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ECONIS (ZBW)
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1
A Bayesian Markov-switching correlation model for contagion analysis on exchange rate markets
Casarin, Roberto
;
Sartore, Domenico
;
Tronzano, Marco
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 101-114
Persistent link: https://www.econbiz.de/10011894407
Saved in:
2
A new Pearson-type QMLE for conditionally heteroscedastic models
Zhu, Ke
;
Li, Wai Keung
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
4
,
pp. 552-565
Persistent link: https://www.econbiz.de/10011403239
Saved in:
3
Exchange rates and Markov switching dynamics
Cheung, Yin-Wong
;
Erlandsson, Ulf G.
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
3
,
pp. 314-320
Persistent link: https://www.econbiz.de/10003012970
Saved in:
4
Likelihood-based cointegration analysis in panels of vector error-correction models
Groen, Jan J. J.
;
Kleibergen, Frank
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
2
,
pp. 295-318
Persistent link: https://www.econbiz.de/10001760364
Saved in:
5
Martingale property of exchange rates and central bank interventions
Yılmaz, Kamil
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
3
,
pp. 383-395
Persistent link: https://www.econbiz.de/10001785814
Saved in:
6
A multivariate generalized autoregressive conditional heteroscedasticity model with time-varying correlations
Tse, Yiu Kuen
;
Tsui, Albert K.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 351-362
Persistent link: https://www.econbiz.de/10001695276
Saved in:
7
Volatility, momentum, and time-varying skewness in foreign exchange returns
Johnson, Timothy C.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 390-411
Persistent link: https://www.econbiz.de/10001695288
Saved in:
8
Testing target-zone models using efficient method of moments
Chung, Chae-shick
;
Tauchen, George Eugene
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
3
,
pp. 255-269
Persistent link: https://www.econbiz.de/10001603242
Saved in:
9
Alternative variance-ratio tests using ranks and signs
Wright, Jonathan H.
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10001441577
Saved in:
10
A new test for ARCH effects and its finite-sample performance
Hong, Yongmiao
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
1
,
pp. 91-108
Persistent link: https://www.econbiz.de/10001253384
Saved in:
11
Analysis of exchange-rate target zones using a limited-dependent rational-expectations model with jumps
Pesaran, M. Hashem
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
1
,
pp. 50-66
Persistent link: https://www.econbiz.de/10001253388
Saved in:
12
Estimation and testing in models containing both jumps and conditional heteroscedasticity
Drost, Feike C.
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
2
,
pp. 237-243
Persistent link: https://www.econbiz.de/10001244002
Saved in:
13
The risk premium of volatility implicit in currency options
Guo, Dajiang
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 498-507
Persistent link: https://www.econbiz.de/10001251794
Saved in:
14
Outlier detection in cointegration analysis
Franses, Philip Hans
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 459-468
Persistent link: https://www.econbiz.de/10001251800
Saved in:
15
Consistent significance testing for nonparametric regression
Racine, Jeffrey
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
3
,
pp. 369-376
Persistent link: https://www.econbiz.de/10001222709
Saved in:
16
Joint variance-ratio tests of the martingale hypothesis for exchange rates
Fong, Wai-mun
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
1
,
pp. 51-59
Persistent link: https://www.econbiz.de/10001214311
Saved in:
17
High-frequency data and volatility in foreign-exchange rates
Zhou, Bin
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 45-52
Persistent link: https://www.econbiz.de/10001203182
Saved in:
18
Modeling heteroscedasticity in daily foreign-exchange rates
Hsieh, David A.
- In:
Journal of business & economic statistics : JBES ; a …
7
(
1989
)
3
,
pp. 307-317
Persistent link: https://www.econbiz.de/10001069384
Saved in:
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