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subject:"Volatilität"
type_genre:"Working Paper"
~accessRights:"free"
~person:"Brandt, Michael W."
~subject:"Bayes-Statistik"
~subject:"Bayesian inference"
~type_genre:"Bibliography included"
~type_genre:"Forschungsbericht"
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Volatilität
Bayes-Statistik
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Estimation theory
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Exchange rate
4
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Brandt, Michael W.
Koop, Gary
12
Koopman, Siem Jan
11
Martin, Gael M.
10
Frazier, David T.
7
Leon-Gonzalez, Roberto
7
Robert, Christian P.
7
Baltagi, Badi H.
6
Bresson, Georges
6
Chaturvedi, Anoop
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Lacroix, Guy
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Rubio-Ramírez, Juan Francisco
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Teräsvirta, Timo
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Villani, Mattias
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Bibinger, Markus
5
Croux, Christophe
5
Fernández-Villaverde, Jesús
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Gao, Jiti
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Huber, Florian
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Lang, Stefan
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Lucas, André
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Phillips, Peter C. B.
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Reiß, Markus
5
Rodriguez, Gabriel
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Shin, Minchul
5
Strachan, Rodney W.
5
Zhang, Xibin
5
Arias, Jonas E.
4
Bauwens, Luc
4
Blasques, Francisco
4
Del Negro, Marco
4
Hafner, Christian M.
4
Hautsch, Nikolaus
4
Herbst, Edward P.
4
Kitagawa, Toru
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Malec, Peter
4
Matlin, Ethan
4
Pesaran, M. Hashem
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Rodney L. White Center for Financial Research
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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
-
2001
Persistent link: https://www.econbiz.de/10001606888
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/10002001001
Saved in:
3
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:
4
Range-based estimation of stochastic volatility models or exchange rate dynamics are more interesting than you think
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
-
2000
Persistent link: https://www.econbiz.de/10001477772
Saved in:
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