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subject:"Großbritannien"
type:"book"
~institution:"Rodney L. White Center for Financial Research"
~subject:"Nichtparametrisches Verfahren"
~subject:"Nonparametric statistics"
~subject:"Theory"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Nichtparametrisches Verfahren
Nonparametric statistics
Theory
Estimation theory
5
Schätztheorie
5
Theorie
5
Exchange rate
3
Volatility
3
Volatilität
3
Wechselkurs
3
Capital income
2
Estimation
2
Kapitaleinkommen
2
Schätzung
2
USA
2
United States
2
Börsenkurs
1
CAPM
1
Correlation
1
Deutschland
1
Germany
1
Incomplete market
1
Interest rate
1
Investment Fund
1
Investmentfonds
1
Korrelation
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Share price
1
Stochastic process
1
Stochastischer Prozess
1
United Kingdom
1
Unvollkommener Markt
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Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
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English
5
Author
All
Brandt, Michael W.
4
Diebold, Francis X.
3
Alizadeh, Sassan
2
Kadlec, Gregory B.
2
Pástor, Ľuboš
1
Santa-Clara, Pedro
1
Stambaugh, Robert F.
1
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Institution
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Rodney L. White Center for Financial Research
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
52
National Bureau of Economic Research
28
Ekonomiska forskningsinstitutet <Stockholm>
25
Umeå universitet
21
European University Institute / Department of Economics
20
University of New England / Department of Econometrics
18
Center for Economic Research <Tilburg>
16
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
11
Universität Basel / Institut für Statistik und Ökonometrie
10
Forschungsinstitut zur Zukunft der Arbeit
9
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
9
University of Exeter / Department of Economics
9
Birkbeck College / Department of Economics
8
Centre for Microdata Methods and Practice <London>
8
Centre for Quantitative Economics & Computing
7
Federal Reserve System / Division of Research and Statistics
7
Deutsche Forschungsgemeinschaft
6
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
6
Umeå Universitet / Institutionen för Nationalekonomi
6
Aarhus Universitet / Afdeling for Nationaløkonomi
5
Banque de France / Direction des Etudes Economiques et de la Recherche
5
Centre for Analytical Finance <Århus>
5
Rutgers University / Department of Economics
5
Universitetet i Oslo / Økonomisk institutt
5
Chambre de commerce et d'industrie de Paris
4
Institut für Weltwirtschaft
4
Johns Hopkins University / Department of Economics
4
Universität Mannheim / Institut für Volkswirtschaft und Statistik
4
Australian National University / Faculty of Economics
3
Australian National University / Faculty of Economics and Commerce
3
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
3
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
3
Institut für Höhere Studien
3
Københavns Universitet / Økonomisk Institut
3
London School of Economics and Political Science
3
School of Economics <Quezon>
3
Shakai-Keizai-Kenkyūsho <Osaka>
3
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
3
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
3
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Working papers / Rodney L. White Center for Financial Research
5
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ECONIS (ZBW)
5
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1
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
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002023808
Saved in:
4
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
Saved in:
5
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011410
Saved in:
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