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subject:"Volatility"
type_genre:"Article in journal"
~person:"Brandt, Michael W."
~person:"Diebold, Francis X."
~source:"econis"
~type_genre:"Government document"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation theory
34
Schätztheorie
34
Theorie
27
Theory
27
Estimation
11
Schätzung
11
Exchange rate
10
USA
10
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10
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7
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10
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Brandt, Michael W.
Diebold, Francis X.
Kumar, Dilip
16
Todorov, Viktor
16
Koopman, Siem Jan
14
Maheswaran, S.
14
Tauchen, George Eugene
14
Teräsvirta, Timo
14
Li, Jia
13
Andersen, Torben
10
Hafner, Christian M.
10
Härdle, Wolfgang
9
Lucas, André
9
Rodriguez, Gabriel
9
Li, Yingying
8
Linton, Oliver
8
Silvennoinen, Annastiina
8
Bibinger, Markus
7
Daníelsson, Jón
7
Francq, Christian
7
Ghysels, Eric
7
Gouriéroux, Christian
7
Kim, Donggyu
7
Liu, Zhi
7
Mykland, Per A.
7
Spokojnyj, Vladimir G.
7
Bollerslev, Tim
6
Clements, Adam
6
Hautsch, Nikolaus
6
Reiß, Markus
6
Sibbertsen, Philipp
6
Taylor, Robert
6
Wang, Yazhen
6
Zakoïan, Jean-Michel
6
Alizadeh, Sassan
5
Amado, Cristina
5
Bauwens, Luc
5
Cavaliere, Giuseppe
5
Chan, Joshua
5
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Rodney L. White Center for Financial Research
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3
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2
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1
Journal of financial economics
1
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1
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ECONIS (ZBW)
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1
On the correlation structure of microstructure noise : a financial economic approach
Diebold, Francis X.
;
Strasser, Georg
- In:
The review of economic studies
80
(
2013
)
4
,
pp. 1304-1337
Persistent link: https://www.econbiz.de/10010202113
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
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:
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
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
- In:
Journal of financial economics
63
(
2002
)
2
,
pp. 161-210
Persistent link: https://www.econbiz.de/10001636757
Saved in:
7
Range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1047-1091
Persistent link: https://www.econbiz.de/10001684742
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
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
Modeling volatility dynamics
Diebold, Francis X.
;
García López, José A.
-
1995
Persistent link: https://www.econbiz.de/10000920972
Saved in:
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