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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Brandt, Michael W."
~subject:"Staatspapier"
~subject:"Volatilität"
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Brandt, Michael W.
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The journal of finance : the journal of the American Finance Association
Working papers / Rodney L. White Center for Financial Research
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Range-based
estimation
of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1047-1091
Persistent link: https://www.econbiz.de/10001684742
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2
Estimating portfolio and consumption choice : a conditional Euler equations approach
Brandt, Michael W.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
5
,
pp. 1609-1645
Persistent link: https://www.econbiz.de/10001430862
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