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~institution:"Rodney L. White Center for Financial Research"
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A market-based martingale valu...
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Diebold, Francis X.
6
Brandt, Michael W.
4
Pástor, Ľuboš
3
Stambaugh, Robert F.
3
Alizadeh, Sassan
2
Bollerslev, Tim
2
Brennan, Michael J.
2
Kadlec, Gregory B.
2
Xia, Yihong
2
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1
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Rodney L. White Center for Financial Research
National Bureau of Economic Research
984
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
222
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
95
International Monetary Fund (IMF)
76
C.E.P.R. Discussion Papers
64
Institut für Schweizerisches Bankwesen <Zürich>
58
Centre for Analytical Finance <Århus>
54
EconWPA
44
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
36
Econometrisch Instituut <Rotterdam>
34
HAL
34
Springer Fachmedien Wiesbaden
32
Ekonomiska forskningsinstitutet <Stockholm>
30
Université Paris-Dauphine (Paris IX)
27
Chambre de commerce et d'industrie de Paris
25
Erasmus Research Institute of Management
25
Federal Reserve Bank of St. Louis
25
World Bank
25
Agricultural and Applied Economics Association - AAEA
23
Svenska Handelshögskolan <Helsinki>
23
Center for Economic Research <Tilburg>
21
International Monetary Fund
21
CESifo
19
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
19
National Centre of Competence in Research North South <Bern>
19
Society for Computational Economics - SCE
19
Cowles Foundation for Research in Economics, Yale University
18
European University Institute / Department of Economics
17
Institute of Finance and Accounting <London>
17
Reserve Bank of Australia
17
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
16
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
16
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
14
European Association of Agricultural Economists - EAAE
14
Inter-American Development Bank
14
School of Economics and Management, University of Aarhus
14
Department of Economics and Finance, College of Business and Economics
13
University of Canterbury / Dept. of Economics and Finance
13
Centre for Economic Policy Research
12
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ECONIS (ZBW)
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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:
2
Financial asset returns, direction-of-change forecasting and
volatility
Christoffersen, Peter F.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10003229525
Saved in:
3
Parametric and nonparametric
volatility
measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10003229526
Saved in:
4
The Nobel memorial prize for Robert Engle
Diebold, Francis X.
(
contributor
);
Engle, Robert F.
(
honouree
)
-
2004
Persistent link: https://www.econbiz.de/10003229527
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Equilibrium cross-section of returns
Gomes, Joao
(
contributor
);
Kogan, Leonid
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002006966
Saved in:
10
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011410
Saved in:
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