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~institution:"Birkbeck College / Department of Economics"
~institution:"Rodney L. White Center for Financial Research"
~person:"Alizadeh, Sassan"
~subject:"Adjustment costs"
~subject:"Volatilität"
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Adjustment costs
Volatilität
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Exchange rate
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Alizadeh, Sassan
Diebold, Francis X.
5
Brandt, Michael W.
4
Bollerslev, Tim
2
Kadlec, Gregory B.
2
Karanassou, Marika
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Snower, Dennis J.
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Abel, Andrew B.
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Andersen, Torben
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Anderson, Torben G.
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Bianchi, Marco
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Christoffersen, Peter F.
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Labys, Paul
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Orszag, Jonathan Michael
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Birkbeck College / Department of Economics
Rodney L. White Center for Financial Research
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ECONIS (ZBW)
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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
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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:
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