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~subject:"Schätztheorie"
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Papers in honor of Patrick C....
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Schätztheorie
Theorie
109
Theory
108
Exchange rate
58
Wechselkurs
58
Monetary policy
52
Geldpolitik
49
China
48
Schätzung
38
Estimation
37
Welt
36
World
35
Kaufkraftparität
34
USA
34
United States
34
Purchasing power parity
33
Estimation theory
31
Zeitreihenanalyse
30
Inflation
29
Time series analysis
29
Exchange rate policy
27
Wechselkurspolitik
27
Currency derivative
26
Währungsderivat
26
Deutschland
25
Germany
24
Interest rate parity
23
Volatilität
23
Zinsparität
23
Großbritannien
22
Volatility
22
ARCH-Modell
21
Devisenmarkt
21
Foreign exchange market
21
France
20
Frankreich
20
United Kingdom
20
ARCH model
19
Japan
18
Financial market
16
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Online availability
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Undetermined
5
Free
4
CC license
1
Type of publication
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Article
23
Book / Working Paper
8
Type of publication (narrower categories)
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Article in journal
23
Aufsatz in Zeitschrift
23
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Collection of articles of several authors
2
Konferenzschrift
2
Sammelwerk
2
Conference proceedings
1
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Language
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English
31
Author
All
Baillie, Richard
29
Kapetanios, George
11
Bollerslev, Tim
5
Kim, Kun Ho
3
Papailias, Fotis
3
Tieslau, Margie A.
3
Calonaci, Fabio
2
Chaleampong Kongcharoen
2
Cho, Dooyeon
2
Chung, Ching-fan
2
Dacorogna, Michel M.
2
Diebold, Francis X.
2
Mikkelsen, Hans Ole Æ.
2
Schmidt, Peter
2
Arteche, Josu
1
Baillie, Richard T.
1
Chung, Chae-shick
1
Girardin, Eric
1
Hall, Alastair R.
1
King, Maxwell L.
1
McMahon, Patrick C.
1
Mora, Aaron
1
Myers, Robert J.
1
Pecchenino, Rowena A.
1
Pedroni, Peter Louis
1
Tauchen, George Eugene
1
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HFDF <1, 1995, Zürich>
2
HFDF <2, 1998, Zürich>
1
National Bureau of Economic Research
1
Published in...
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Journal of empirical finance
5
Journal of econometrics
3
International journal of forecasting
2
Journal of applied econometrics
2
Journal of international money and finance
2
Working paper
2
Discussion paper / Center for Economic Research, Tilburg University
1
Econometric reviews
1
Economics letters
1
Economics of planning : an international journal devoted to the study of comparative economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of macroeconomics
1
Journal of risk and financial management : JRFM
1
Modelling macro and microeconomic behaviour in transition economies
1
NBER working paper series
1
Special issue on new developments in time series econometrics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The econometrics journal
1
The journal of finance : the journal of the American Finance Association
1
The review of economic studies
1
Working papers / Penn Institute for Economic Research
1
quantf research Working Paper Series: WP13/2014
1
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ECONIS (ZBW)
31
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1
Is there a long run demand for currency in China?
Girardin, Eric
- In:
Economics of planning : an international journal …
29
(
1996
)
3
,
pp. 169-184
Persistent link: https://www.econbiz.de/10001335254
Saved in:
2
Special issue on high frequency data in finance
Baillie, Richard
(
contributor
); …
-
1997
Persistent link: https://www.econbiz.de/10001505850
Saved in:
3
Small sample bias in conditional sum-of-squares estimators of fractionally integrated ARMA models
Chung, Ching-fan
- In:
Empirical economics : a journal of the Institute for …
18
(
1993
)
4
,
pp. 791-806
Persistent link: https://www.econbiz.de/10001331519
Saved in:
4
Fractional differencing and long memory processes
Baillie, Richard
(
contributor
);
King, Maxwell L.
(
contributor
)
- In:
Journal of econometrics
73
(
1996
)
1
Persistent link: https://www.econbiz.de/10001206521
Saved in:
5
Bivariate garch estimation of the optimal commodity futures hedge
Baillie, Richard
- In:
Journal of applied econometrics
6
(
1991
)
2
,
pp. 109-124
Persistent link: https://www.econbiz.de/10001107425
Saved in:
6
The search for equilibrium relationships in international finance : the case of the monetary model
Baillie, Richard
- In:
Journal of international money and finance
10
(
1991
)
4
,
pp. 582-593
Persistent link: https://www.econbiz.de/10001114101
Saved in:
7
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:
8
Estimation and testing of the term structure of the forward premium under rational expectations
Baillie, Richard
- In:
Journal of macroeconomics
8
(
1986
)
3
,
pp. 387-391
Persistent link: https://www.econbiz.de/10001085602
Saved in:
9
A minimum distance estimator for long-memory processes
Tieslau, Margie A.
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 249-264
Persistent link: https://www.econbiz.de/10001194734
Saved in:
10
Analysing inflation by the fractionally integrated ARFIMA-GARCH model
Baillie, Richard
- In:
Journal of applied econometrics
11
(
1996
)
1
,
pp. 23-40
Persistent link: https://www.econbiz.de/10001196179
Saved in:
1
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