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~institution:"Rodney L. White Center for Financial Research"
~subject:"CAPM"
~subject:"Stochastischer Prozess"
~subject:"Theorie"
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Diebold, Francis X.
5
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4
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2
Bollerslev, Tim
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Anderson, Torben G.
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Rodney L. White Center for Financial Research
National Bureau of Economic Research
279
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
19
Centre for Analytical Finance <Århus>
10
European University Institute / Department of Economics
9
Ekonomiska forskningsinstitutet <Stockholm>
8
Internationaler Währungsfonds / Research Department
7
Federal Reserve Bank of St. Louis
6
Institute of Finance and Accounting <London>
6
Birkbeck College / Department of Economics
5
Instituto Valenciano de Investigaciones Económicas
5
International Monetary Fund
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Svenska Handelshögskolan <Helsinki>
5
The Wharton Financial Institutions Center
5
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Centre for Growth and Business Cycle Research <Manchester>
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Federal Reserve Bank of San Francisco
4
International Center for Financial Asset Management and Engineering
4
Springer Fachmedien Wiesbaden
4
Verlag Dr. Kovač
4
Brown University / Department of Economics
3
Center for Economic Research <Tilburg>
3
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
3
Chambre de commerce et d'industrie de Paris
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
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Financial asset returns, direction-of-change forecasting and
volatility
Christoffersen, Peter F.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10003229525
Saved in:
2
Parametric and nonparametric
volatility
measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10003229526
Saved in:
3
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
Saved in:
4
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:
5
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:
6
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:
7
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:
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