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~institution:"Econometrisch Instituut <Rotterdam>"
~institution:"Robert Schuman Centre for Advanced Studies"
~institution:"Rodney L. White Center for Financial Research"
~subject:"Staatsgewalt"
~subject:"USA"
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Brandt, Michael W.
3
Paap, Richard
3
Diebold, Francis X.
2
Franses, Philip Hans
2
Pástor, Ľuboš
2
Stambaugh, Robert F.
2
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1
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Bollerslev, Tim
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Econometrisch Instituut <Rotterdam>
Robert Schuman Centre for Advanced Studies
Rodney L. White Center for Financial Research
National Bureau of Economic Research
152
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107
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38
European University Institute / Department of Economics
21
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18
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9
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7
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1
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1
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:
2
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:
3
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
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4
Bayes estimates of Markov trends in possibly cointegrated series : an application to US consumption and income
Paap, Richard
(
contributor
);
Dijk, Herman K. van
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001722263
Saved in:
5
Forecasting the term structure of government bond yields
Diebold, Francis X.
(
contributor
);
Li, Canlin
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10003229524
Saved in:
6
Managing product returns : the role of forecasting
Toktay, L. Beril
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783883
Saved in:
7
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011410
Saved in:
8
Liquidity risk and expected stock returns
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011423
Saved in:
9
Inflation rates : Long-memory, level shifts, or both?
Hyung, Namwon
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001678722
Saved in:
10
Common large innovations across nonlinear time series
Paap, Richard
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001678726
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