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person:"Parikh, Ashok K."
subject:"Wechselkurs"
~person:"Brandt, Michael W."
~subject:"US-Dollar"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation theory
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Parikh, Ashok K.
Brandt, Michael W.
Arize, Augustine Chuck
3
Baillie, Richard
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Bollerslev, Tim
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Caporale, Guglielmo Maria
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Cheung, Yin-Wong
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ECONIS (ZBW)
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Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
- In:
Journal of financial economics
63
(
2002
)
2
,
pp. 161-210
Persistent link: https://www.econbiz.de/10001636757
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2
Range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1047-1091
Persistent link: https://www.econbiz.de/10001684742
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3
Tests of real interest parity in international currency markets
Parikh, Ashok K.
- In:
Journal of economics
59
(
1994
)
2
,
pp. 167-191
Persistent link: https://www.econbiz.de/10001162184
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4
Cointegration, error correction and dollar, pound exchange rate
Parikh, Ashok K.
- In:
Journal of foreign exchange and international finance : …
7
(
1993
)
2
,
pp. 157-168
Persistent link: https://www.econbiz.de/10001154816
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