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~institution:"Rodney L. White Center for Financial Research"
~source:"econis"
~subject:"Wechselkurs"
~subject:"World"
~type_genre:"Arbeitspapier"
~type_genre:"Bibliografie enthalten"
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Wechselkurs
World
Exchange rate
5
Theorie
4
Theory
4
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4
Volatilität
4
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3
Schätztheorie
3
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Arbeitspapier
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Diebold, Francis X.
4
Brandt, Michael W.
3
Alizadeh, Sassan
2
Anderson, Torben G.
2
Bollerslev, Tim
2
Kadlec, Gregory B.
2
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1
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Rodney L. White Center for Financial Research
National Bureau of Economic Research
37
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22
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17
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11
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
European University Institute / Department of Economics
9
William Davidson Institute <Ann Arbor, Mich.>
7
Federal Reserve Bank of New York
6
Federal Reserve Bank of St. Louis
6
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
6
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5
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4
European University Institute / Department of Law
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Harvard Institute for International Development
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4
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Research Seminar in International Economics
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Robert Schuman Centre for Advanced Studies
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4
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Erasmus Research Institute of Management
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3
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3
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3
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3
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3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
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3
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3
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3
Australia Japan Research Centre
2
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2
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2
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5
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ECONIS (ZBW)
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1
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:
2
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:
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
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:
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