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subject:"Volatilität"
type_genre:"Working Paper"
~person:"Brandt, Michael W."
~subject:"Bayes-Statistik"
~subject:"Bayesian inference"
~subject:"Capital income"
~type_genre:"Bibliography included"
~type_genre:"Forschungsbericht"
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Search: subject_exact:"Estimation theory"
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Volatilität
Bayes-Statistik
Bayesian inference
Capital income
Estimation theory
10
Schätztheorie
10
Theorie
10
Theory
10
Exchange rate
6
Volatility
6
Wechselkurs
6
Kapitaleinkommen
4
Correlation
3
Korrelation
3
Deutschland
2
Estimation
2
Germany
2
Großbritannien
2
Incomplete market
2
Interest rate
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Schätzung
2
Stochastic process
2
Stochastischer Prozess
2
USA
2
United Kingdom
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Working Paper
Bibliography included
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Arbeitspapier
10
Graue Literatur
9
Non-commercial literature
9
Article in journal
3
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3
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English
10
Author
All
Brandt, Michael W.
Koopman, Siem Jan
13
Diebold, Francis X.
12
Koop, Gary
12
Martin, Gael M.
10
Fernández-Villaverde, Jesús
9
Gao, Jiti
9
Robert, Christian P.
9
Rubio-Ramírez, Juan Francisco
9
Linton, Oliver
8
Frazier, David T.
7
Härdle, Wolfgang
7
Leon-Gonzalez, Roberto
7
Lucas, André
7
Pesaran, M. Hashem
7
Schorfheide, Frank
7
Teräsvirta, Timo
7
Baltagi, Badi H.
6
Bresson, Georges
6
Chaturvedi, Anoop
6
Cheng, Tingting
6
Hafner, Christian M.
6
Kapetanios, George
6
Kneib, Thomas
6
Lacroix, Guy
6
Lang, Stefan
6
Shin, Minchul
6
Spokojnyj, Vladimir G.
6
Strachan, Rodney W.
6
Villani, Mattias
6
Aßmann, Christian
5
Bauwens, Luc
5
Bibinger, Markus
5
Croux, Christophe
5
Del Negro, Marco
5
Dijk, Herman K. van
5
Gouriéroux, Christian
5
Huber, Florian
5
Kilian, Lutz
5
Kohn, Robert
5
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Rodney L. White Center for Financial Research
4
The Wharton Financial Institutions Center
1
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Working papers / Rodney L. White Center for Financial Research
4
Working paper / National Bureau of Economic Research, Inc.
2
CFS working paper series
1
Financial Institutions Center
1
Technical working paper / National Bureau of Economic Research
1
Working papers / Financial Institutions Center
1
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ECONIS (ZBW)
10
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1
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
;
Diebold, Francis X.
-
2003
Persistent link: https://www.econbiz.de/10001756564
Saved in:
2
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2002
Persistent link: https://www.econbiz.de/10003349886
Saved in:
3
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:
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/10002001001
Saved in:
5
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:
6
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:
7
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/10001785523
Saved in:
8
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:
9
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:
10
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:
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