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~isPartOf:"CFS working paper series"
~isPartOf:"Department of Economics working paper series"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Working papers / Rodney L. White Center for Financial Research"
~language:"eng"
~person:"Brandt, Michael W."
~subject:"Measurement"
~subject:"Prognoseverfahren"
~subject:"Theory"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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Prognoseverfahren
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4
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4
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3
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3
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Brandt, Michael W.
Gupta, Rangan
40
McAleer, Michael
18
Pierdzioch, Christian
15
Diebold, Francis X.
11
Salisu, Afees A.
11
Mittnik, Stefan
9
Ҫepni, Oğuzhan
7
Asai, Manabu
6
Bonato, Matteo
6
Bouri, Elie
6
Paolella, Marc S.
6
Bollerslev, Tim
5
Cepni, Oguzhan
5
Haas, Markus
5
Karmakar, Sayar
5
Ogbonna, Ahamuefula Ephraim
5
Andersen, Torben
4
Chang, Chia-Lin
4
Yaron, Amir
4
Christoffersen, Peter F.
3
Demirer, Rıza
3
Hautsch, Nikolaus
3
Ji, Qiang
3
Medeiros, Marcelo C.
3
Plakandaras, Vasilios
3
Alizadeh, Sassan
2
Bansal, Ravi
2
Caporin, Massimiliano
2
Claessen, Holger
2
Drechsler, Itamar
2
Foglia, Matteo
2
Kadlec, Gregory B.
2
Liao, Wenting
2
Liu, Ruipeng
2
Nielsen, Joshua
2
Pérez Amaral, Teodosio
2
Reitz, Stefan
2
Segnon, Mawuli
2
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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]
Volatility
Dynamics: Range-Based Estimation of Stochastic
Volatility
Models Sassan Alizadeh Michael W. Brandt Francis X …
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]
Volatility
Dynamics: Range-Based Estimation of Stochastic
Volatility
Models Sassan Alizadeh Michael W. Brandt Francis X …
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
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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