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~institution:"Export Import Bank of India"
~institution:"Rodney L. White Center for Financial Research"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~language:"eng"
~language:"ita"
~language:"kat"
~language:"kir"
~language:"und"
~person:"Bollerslev, Tim"
~person:"Brandt, Michael W."
~person:"Kadlec, Gregory B."
~subject:"Auslandsinvestition"
~subject:"Estimation"
~subject:"Internationale Wirtschaftsbeziehungen"
~subject:"Japan"
~subject:"Supply chain"
~subject:"Volatility"
~subject:"Wirkungsanalyse"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Fallstudie"
~type_genre:"Handbuch"
~type_genre:"Statistik"
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Auslandsinvestition
Estimation
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Bollerslev, Tim
Brandt, Michael W.
Kadlec, Gregory B.
Sinate, David
15
Fanai, Vanlalruata
12
McAleer, Michael
11
Diebold, Francis X.
9
Joy, Sara
8
Chang, Chia-Lin
5
Bangera, Snehal
4
Nandy, Srejita
4
Jandhyala, Viswanath
3
Roengchai Tansuchat
3
Alizadeh, Sassan
2
Andersen, Torben
2
Anderson, Torben G.
2
Chen, Chi-chung
2
Dutta, Akshay
2
Hammoudeh, Shawkat
2
Khamkaew, Thanchanok
2
Khurana, Mayank
2
Mazumdar, Rahul
2
Vega, Clara
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Aruoba, S. Borağan
1
Asai, Manabu
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
Eraslan, Hulya
1
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1
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1
Ishida, Isao
1
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1
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1
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Export Import Bank of India
Rodney L. White Center for Financial Research
University of Canterbury / Dept. of Economics and Finance
The Wharton Financial Institutions Center
3
International Center for Financial Asset Management and Engineering
1
Université de Montréal / Département de sciences économiques
1
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1
Real-time price discovery in stock, bond and foreign exchange markets
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2004
-
rev
Persistent link: https://www.econbiz.de/10003229579
Saved in:
2
The effect of macroeconomic news on beliefs and preferences : evidence from the options market
Beber, Alessandro
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002024082
Saved in:
3
Micro effects of macro announcements : real-time price discovery in foreign exchange
Anderson, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002019989
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
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:
6
Parametric and nonparametric volatility measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10003229526
Saved in:
7
Price discovery in the US treasury market : the impact of orderflow and liquidity on the Yield curve
Brandt, Michael W.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002022631
Saved in:
8
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:
9
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:
10
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:
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