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subject:"Stochastischer Prozess"
subject:"Volatility"
~accessRights:"free"
~isPartOf:"Working papers / Rodney L. White Center for Financial Research"
~subject:"Schätzung"
~subject:"Scientific modelling"
~subject:"Time series analysis"
~type_genre:"Arbeitspapier"
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Stochastischer Prozess
Volatility
Schätzung
Scientific modelling
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Estimation theory
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Exchange rate
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Schätztheorie
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Alizadeh, Sassan
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Brandt, Michael W.
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Diebold, Francis X.
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Kadlec, Gregory B.
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Rodney L. White Center for Financial Research
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Working papers / Rodney L. White Center for Financial Research
Discussion paper / Tinbergen Institute
98
CEMMAP working papers / Centre for Microdata Methods and Practice
81
CREATES research paper
81
Working paper / Department of Econometrics and Business Statistics, Monash University
77
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Cowles Foundation discussion paper
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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SFB 649 discussion paper
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Discussion paper / Center for Economic Research, Tilburg University
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Discussion papers / Department of Economics, University of Copenhagen
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CEMFI working paper
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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Finance and economics discussion series
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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
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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/10002004134
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