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type_genre:"Non-commercial literature"
type_genre:"Publication in honor of a person"
~institution:"Australian National University / Faculty of Economics and Commerce"
~institution:"Rodney L. White Center for Financial Research"
~subject:"Estimation"
~subject:"USA"
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Estimation
USA
Theorie
109
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10
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10
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10
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Non-commercial literature
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Brandt, Michael W.
3
Diebold, Francis X.
2
Menezes, Flávio Marques
2
Pástor, Ľuboš
2
Stambaugh, Robert F.
2
Anderson, Torben G.
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Lau, Sau-Him Paul
1
Li, Canlin
1
Monteiro, Paulo Klinger
1
Rogers, Mark
1
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1
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1
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Australian National University / Faculty of Economics and Commerce
Rodney L. White Center for Financial Research
Ekonomiska forskningsinstitutet <Stockholm>
40
Forschungsinstitut zur Zukunft der Arbeit
40
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
34
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33
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9
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9
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ECONIS (ZBW)
14
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1
Forecasting the term structure of government bond yields
Diebold, Francis X.
(
contributor
);
Li, Canlin
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10003229524
Saved in:
2
Time-consistent no-arbitrage models of the term structure
Brandt, Michael W.
(
contributor
);
Yaron, Amir
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002023790
Saved in:
3
On the relationship between the conditional mean and volatility of stock returns
Brandt, Michael W.
(
contributor
);
Kang, Qiang
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002019935
Saved in:
4
Modeling and forecasting realized volatility
Anderson, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002020013
Saved in:
5
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:
6
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011410
Saved in:
7
Liquidity risk and expected stock returns
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011423
Saved in:
8
What can we learn from displaced worker data about the returns to tenure?
Crossley, Thomas F.
-
1998
Persistent link: https://www.econbiz.de/10000985511
Saved in:
9
Consumption adjustment under changing income uncertainty
Hahm, Joon-ho
-
1998
Persistent link: https://www.econbiz.de/10000985647
Saved in:
10
An examination of the variation in equity market returns and volatility in the Asia Pacific region
Heaney, Richard A.
-
1997
Persistent link: https://www.econbiz.de/10000978403
Saved in:
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