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subject:"Großbritannien"
subject:"Wechselkurs"
~isPartOf:"Working papers / Rodney L. White Center for Financial Research"
~person:"Brandt, Michael W."
~person:"Burkhauser, Richard V."
~person:"Cheung, Yin-Wong"
~person:"Garratt, Anthony"
~person:"Hall, Stephen G."
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Großbritannien
Wechselkurs
Estimation theory
4
Schätztheorie
4
Theorie
4
Theory
4
Exchange rate
3
Volatility
3
Volatilität
3
Capital income
1
Correlation
1
Deutschland
1
Estimation
1
Germany
1
Incomplete market
1
Interest rate
1
Kapitaleinkommen
1
Korrelation
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Schätzung
1
Stochastic process
1
Stochastischer Prozess
1
USA
1
United Kingdom
1
United States
1
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Graue Literatur
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Non-commercial literature
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Working Paper
3
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English
3
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Brandt, Michael W.
Burkhauser, Richard V.
Cheung, Yin-Wong
Garratt, Anthony
Hall, Stephen G.
Alizadeh, Sassan
2
Diebold, Francis X.
2
Kadlec, Gregory B.
2
Santa-Clara, Pedro
1
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Rodney L. White Center for Financial Research
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Working papers / Rodney L. White Center for Financial Research
NBER Working Paper
3
DAE working paper
2
Discussion papers / University of Leicester, Department of Economics
2
Journal of international money and finance
2
NBER working paper series
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2
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1
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CESifo Working Paper Series
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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Econometric analysis of financial markets
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Financial Institutions Center
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ISER working paper series
1
IZA Discussion Paper
1
International journal of finance & economics : IJFE
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial economics
1
Journal of the American Statistical Association : JASA
1
Melbourne Institute Working Paper
1
Melbourne Institute working paper series
1
NBER technical working paper series
1
Revue roumaine des sciences économiques
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Technical working paper / National Bureau of Economic Research
1
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002001001
Saved in:
2
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004134
Saved in:
3
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011289
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