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~institution:"Internationaler Währungsfonds / Policy Development and Review Department"
~institution:"Rodney L. White Center for Financial Research"
~subject:"Exchange rate"
~subject:"Technical efficiency"
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Brandt, Michael W.
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Internationaler Währungsfonds / Policy Development and Review Department
Rodney L. White Center for Financial Research
National Bureau of Economic Research
221
Ekonomiska forskningsinstitutet <Stockholm>
21
International Monetary Fund
15
European University Institute / Department of Economics
11
Internationaler Währungsfonds / Research Department
11
Institut für Weltwirtschaft
8
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Research Seminar in International Economics
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United Nations / Dept. of Economic and Social Affairs
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ECONIS (ZBW)
6
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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:
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
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
Parametric distributional flexibility and conditional variance models with an application to hourly exchange rates
Lye, Jenny N.
-
1998
Persistent link: https://www.econbiz.de/10000991823
Saved in:
6
A primer on the IMF's information notice system
Zanello, Alessandro
-
1997
Persistent link: https://www.econbiz.de/10000967550
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