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subject:"Volatilität"
type_genre:"Working Paper"
~person:"Brandt, Michael W."
~person:"Ghysels, Eric"
~subject:"Principal component analysis"
~type_genre:"Book section"
~type_genre:"Government document"
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Search: subject_exact:"Estimation theory"
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Volatilität
Principal component analysis
Estimation theory
24
Schätztheorie
24
Theorie
17
Theory
17
Volatility
9
Capital income
6
Exchange rate
6
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6
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6
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5
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2
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2
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2
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1929-2010
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9
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Brandt, Michael W.
Ghysels, Eric
Koopman, Siem Jan
10
Spokojnyj, Vladimir G.
8
Härdle, Wolfgang
7
Teräsvirta, Timo
7
Hafner, Christian M.
6
Leon-Gonzalez, Roberto
6
Lucas, André
6
Bibinger, Markus
5
Croux, Christophe
5
Diebold, Francis X.
5
Gouriéroux, Christian
5
Reiß, Markus
5
Rodriguez, Gabriel
5
Sentana, Enrique
5
Silvennoinen, Annastiina
5
Swanson, Norman R.
5
Alizadeh, Sassan
4
Blasques, Francisco
4
Craig, Ben R.
4
Daníelsson, Jón
4
Dijk, Dick van
4
Fernández-Villaverde, Jesús
4
Hautsch, Nikolaus
4
Keller, Joachim G.
4
Malec, Peter
4
Rubio-Ramírez, Juan Francisco
4
Sibbertsen, Philipp
4
Sluis, Pieter J. van der
4
Tauchen, George Eugene
4
Todorov, Viktor
4
Andersen, Torben
3
Bos, Charles S.
3
Bossaerts, Peter L.
3
Chan, Joshua
3
Corsi, Fulvio
3
Feng, Yuanhua
3
Franses, Philip Hans
3
Gather, Ursula
3
Gelper, Sarah
3
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Rodney L. White Center for Financial Research
3
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Working papers / Rodney L. White Center for Financial Research
3
Discussion paper / Centre for Economic Policy Research
1
Econometric analysis of financial and economic time series ; part a
1
Financial Institutions Center
1
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1
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ECONIS (ZBW)
9
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1
Factor analysis with large panels volatility proxies
Ghysels, Eric
-
2014
Persistent link: https://www.econbiz.de/10010382083
Saved in:
2
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:
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/10002001001
Saved in:
4
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:
5
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:
6
Sampling frequency and window length trade-offs in data-driven volatility estimation : appraising the accuracy of asymptotic approximations
Andreou, Elena
;
Ghysels, Eric
-
2006
Persistent link: https://www.econbiz.de/10003331375
Saved in:
7
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:
8
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
-
2001
Persistent link: https://www.econbiz.de/10001561834
Saved in:
9
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
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