Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Exchange rate"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Estimation of Jump Tails
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Exchange rate
Volatilität
203
Volatility
202
Theorie
150
Theory
149
Capital income
94
Kapitaleinkommen
94
Schätzung
93
Estimation
92
Börsenkurs
65
Prognoseverfahren
65
Share price
65
USA
65
Forecasting model
64
Time series analysis
62
United States
62
Zeitreihenanalyse
62
Estimation theory
54
Schätztheorie
54
Risikoprämie
49
Risk premium
49
ARCH-Modell
47
ARCH model
46
Stochastic process
44
Stochastischer Prozess
44
high-frequency data
38
CAPM
36
Wechselkurs
33
Ankündigungseffekt
32
Announcement effect
31
Option pricing theory
30
Optionspreistheorie
30
Nichtparametrisches Verfahren
29
Nonparametric statistics
29
Risk
28
Risiko
26
High-frequency data
25
Portfolio-Management
24
Statistical distribution
24
Statistische Verteilung
24
more ...
less ...
Online availability
All
Free
12
Undetermined
1
Type of publication
All
Book / Working Paper
17
Article
16
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Arbeitspapier
9
Working Paper
9
Graue Literatur
8
Non-commercial literature
8
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
33
Author
All
Bollerslev, Tim
33
Andersen, Torben
15
Diebold, Francis X.
15
Labys, Paul
9
Vega, Clara
6
Andersen, Torben G.
4
Baillie, Richard
4
Anderson, Torben G.
2
Zhou, Hao
2
Domowitz, Ian
1
Engle, Robert F.
1
Forsberg, Lars
1
Lange, Steve
1
Li, Jia
1
Melvin, Michael
1
Wang, Jian-xin
1
Wright, Jonathan H.
1
Xue, Yuan
1
more ...
less ...
Institution
All
National Bureau of Economic Research
5
Rodney L. White Center for Financial Research
2
The Wharton Financial Institutions Center
1
Published in...
All
NBER working paper series
5
The journal of finance : the journal of the American Finance Association
3
Working paper / National Bureau of Economic Research, Inc.
3
Journal of econometrics
2
NBER Working Paper
2
The review of economic studies
2
Working papers / Rodney L. White Center for Financial Research
2
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Finance and economics discussion series
1
Financial Institutions Center
1
Foreign exchange markets
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of international economics
1
The American economic review
1
Weiss Center working papers
1
Working papers / Financial Institutions Center
1
more ...
less ...
Source
All
ECONIS (ZBW)
33
Showing
1
-
10
of
33
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Semiparametric estimation of long-memory volatility dependencies : the role of high-frequency data
Bollerslev, Tim
;
Wright, Jonathan H.
- In:
Journal of econometrics
98
(
2000
)
1
,
pp. 81-106
Persistent link: https://www.econbiz.de/10001497682
Saved in:
2
Forecasting financial market volatility : sample frequency vis-à-vis forecast horizon
Andersen, Torben
;
Bollerslev, Tim
;
Lange, Steve
- In:
Journal of empirical finance
6
(
1999
)
5
,
pp. 457-477
Persistent link: https://www.econbiz.de/10001505784
Saved in:
3
Exchange rate returns standardized by realized volatility are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001440693
Saved in:
4
Exchange rate returns standardized by realized volatility are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001477784
Saved in:
5
Modelling the persistence of conditional variances
Engle, Robert F.
- In:
Econometric reviews
5
(
1986
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10001016525
Saved in:
6
Deutsche Mark-dollar volatility : intraday activity patterns, macroeconomic announcements and longer run dependencies
Andersen, Torben
- In:
The journal of finance : the journal of the American …
53
(
1998
)
1
,
pp. 219-265
Persistent link: https://www.econbiz.de/10001235487
Saved in:
7
Bid-ask spreads and volatility in the foreign exchange market : an empirical analysis
Bollerslev, Tim
- In:
Journal of international economics
36
(
1994
)
3
,
pp. 355-372
Persistent link: https://www.econbiz.de/10001163559
Saved in:
8
Intra-day and inter-market volatility in foreign exchange rates
Baillie, Richard
- In:
The review of economic studies
58
(
1991
)
4
,
pp. 565-585
Persistent link: https://www.econbiz.de/10001114302
Saved in:
9
Common stochastic trends in a system of exchange rates
Baillie, Richard
- In:
The journal of finance : the journal of the American …
44
(
1989
)
1
,
pp. 167-181
Persistent link: https://www.econbiz.de/10001063241
Saved in:
10
The message in daily exchange rates : a conditional-variance tale
Baillie, Richard
- In:
Journal of business & economic statistics : JBES ; a …
7
(
1989
)
3
,
pp. 297-305
Persistent link: https://www.econbiz.de/10001069396
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
