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~institution:"Rodney L. White Center for Financial Research"
~subject:"Portfolio selection"
~subject:"United States"
~subject:"Wechselkurs"
~subject:"World"
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Portfolio selection
United States
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Volatility
8
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4
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3
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3
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Brandt, Michael W.
4
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2
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1
Bollerslev, Tim
1
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Rodney L. White Center for Financial Research
National Bureau of Economic Research
161
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12
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8
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8
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7
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7
World Bank
7
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
6
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6
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5
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4
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2
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2
New Trends in Asset Management: Exploring the Implications <Veranstaltung> <2008, München>
2
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2
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2
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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
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:
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