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~institution:"Rodney L. White Center for Financial Research"
~subject:"Estimation theory"
~subject:"Volatility"
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Estimation theory
Volatility
Estimation
7
Schätzung
7
USA
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Diebold, Francis X.
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1
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1
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Pástor, Ľuboš
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Rodney L. White Center for Financial Research
National Bureau of Economic Research
150
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Gottfried Wilhelm Leibniz Universität Hannover
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Organisation for Economic Co-operation and Development
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Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
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Kansantaloustieteen Laitos <Tampere>
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ECONIS (ZBW)
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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
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2
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:
3
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011410
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:
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