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A State Space Approach to Esti...
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Schätzung
Exchange rate
29,192
Wechselkurs
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Theorie
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5,146
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Cointegration
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Bahmani-Oskooee, Mohsen
61
MacDonald, Ronald
42
Belke, Ansgar
38
Cheung, Yin-Wong
36
Chinn, Menzie David
33
Caporale, Guglielmo Maria
32
Beckmann, Joscha
24
Rose, Andrew
24
De Grauwe, Paul
21
Puhani, Patrick A.
19
Sarno, Lucio
19
Frankel, Jeffrey A.
18
Égert, Balázs
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Engel, Charles
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Gil-Alaña, Luis A.
17
Hsing, Yu
17
Mark, Nelson C.
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Taylor, Mark P.
17
Reitz, Stefan
16
Goldberg, Linda S.
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Pierdzioch, Christian
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Rault, Christophe
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Schulmeister, Stephan
14
Arize, Augustine Chuck
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Bacchetta, Philippe
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Beine, Michel
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Ben Cheikh, Nidhaleddine
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Kutan, Ali Mustafa
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Molodtsova, Tanya
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Rogoff, Kenneth S.
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Tiwari, Aviral Kumar
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Weber, Enzo
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Itskhoki, Oleg
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Kano, Takashi
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National Bureau of Economic Research
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Rodney L. White Center for Financial Research
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Türkiye Cumhuriyet Merkez Bankası
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American Enterprise Institute for Public Policy Research
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Australian National University / Centre for Economic Policy Research
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Australian National University / Faculty of Economics and Commerce
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Bank of Communications <Schanghai> / Financial Research Center / Research Group
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Centre for Analytical Finance <Århus>
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Centre for Quantitative Economics & Computing
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Christian-Albrechts-Universität zu Kiel
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Internationaler Währungsfonds / Monetary and Exchange Affairs Department
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Nationalekonomiska Institutionen <Göteborg>
1
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
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Journal of international money and finance
86
Applied economics
74
NBER Working Paper
55
NBER working paper series
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CESifo working papers
52
International review of economics & finance : IREF
47
International journal of economics and financial issues : IJEFI
43
International journal of finance & economics : IJFE
43
Working paper / National Bureau of Economic Research, Inc.
43
Economic modelling
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Applied economics letters
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Applied financial economics
38
IMF working papers
35
Discussion paper / Centre for Economic Policy Research
34
Working paper
32
Cogent economics & finance
30
International journal of economics and finance
30
Journal of econometrics
30
Journal of international economics
30
The North American journal of economics and finance : a journal of financial economics studies
30
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
28
Journal of international financial markets, institutions & money
28
Open economies review
24
Finance research letters
23
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
22
Discussion papers / CEPR
22
Economics letters
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
The empirical economics letters : a monthly international journal of economics
21
International journal of forecasting
20
International review of financial analysis
20
Journal of banking & finance
19
Journal of macroeconomics
19
Journal of empirical finance
18
Energy economics
17
International economic journal
17
The European journal of finance
17
Discussion paper / Tinbergen Institute
16
Discussion paper series / IZA
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The International trade journal
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ECONIS (ZBW)
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EconStor
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1
A state space approach to estimating the integrated variance under the existence of market microstructure noise
Nagakura, Daisuke
;
Watanabe, Toshiaki
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 45-82
Persistent link: https://www.econbiz.de/10010519663
Saved in:
2
Challenges of integrated variance estimation in emerging stock markets
Arnerić, Josip
;
Matković, Mario
- In:
Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis …
37
(
2019
)
2
,
pp. 713-739
Persistent link: https://www.econbiz.de/10012213665
Saved in:
3
Testing for extreme volatility transmission with realized volatility measures
Boucher, Christophe
;
Truchis, Gilles de
;
Dumitrescu, …
-
2017
Persistent link: https://www.econbiz.de/10011738966
Saved in:
4
On estimating market microstructure noise variance
Dong, Yingjie
;
Tse, Yiu Kuen
- In:
Economics letters
150
(
2017
),
pp. 59-62
Persistent link: https://www.econbiz.de/10011762850
Saved in:
5
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
Christensen, Kim
;
Thyrsgaard, Martin
;
Veliyev, Bezirgen
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 556-583
Persistent link: https://www.econbiz.de/10012304092
Saved in:
6
Jumps in equilibrium prices and asymmetric news in foreign exchange markets
El Ouadghiri, Imane
;
Uctum, Remzi
-
2015
Persistent link: https://www.econbiz.de/10011736615
Saved in:
7
Jumps in equilibrium prices and asymmetric news in foreign exchange markets
El Ouadghiri, Imane
;
Uctum, Remzi
- In:
Economic modelling
54
(
2016
),
pp. 218-234
Persistent link: https://www.econbiz.de/10011642112
Saved in:
8
Housewives of Tokyo versus the gnomes of Zurich : measuring price discovery in sequential markets
Wang, Jian-xin
;
Yang, Minxian
- In:
Journal of financial markets
14
(
2011
)
1
,
pp. 82-108
Persistent link: https://www.econbiz.de/10009267110
Saved in:
9
Statistical causes for the Epps effect in microstructure noise
Münnix, Michael C.
;
Schäfer, Rudi
;
Guhr, Thomas
- In:
International journal of theoretical and applied finance
14
(
2011
)
8
,
pp. 1231-1246
Persistent link: https://www.econbiz.de/10009541998
Saved in:
10
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
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