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subject:"Volatilität"
type:"book"
~institution:"Rodney L. White Center for Financial Research"
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Volatilität
Estimation theory
5
Schätztheorie
5
Theorie
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Exchange rate
3
Volatility
3
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3
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Estimation
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Brandt, Michael W.
3
Alizadeh, Sassan
2
Diebold, Francis X.
2
Kadlec, Gregory B.
2
Santa-Clara, Pedro
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Rodney L. White Center for Financial Research
National Bureau of Economic Research
7
Birkbeck College / Department of Economics
4
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
Ekonomiska forskningsinstitutet <Stockholm>
2
Banque de France / Direction des Etudes Economiques et de la Recherche
1
European University Institute / Department of Economics
1
Federal Reserve Bank of Cleveland
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
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School of Economics <Bundoora, Victoria> / Department of Economics
1
Springer Fachmedien Wiesbaden
1
University of California, San Diego / Department of Economics
1
University of Chicago / Graduate School of Business
1
University of Chicago / Graduate School of Business / Department of Economics
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University of Exeter / Department of Economics
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Universität Trier
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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
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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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