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~institution:"Rodney L. White Center for Financial Research"
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Rodney L. White Center for Financial Research
National Bureau of Economic Research
923
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
207
C.E.P.R. Discussion Papers
65
Institut für Schweizerisches Bankwesen <Zürich>
57
Centre for Analytical Finance <Århus>
48
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44
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41
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
36
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27
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24
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22
Federal Reserve Bank of St. Louis
22
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21
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20
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18
Center for Economic Research <Tilburg>
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
18
Institute of Finance and Accounting <London>
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National Centre of Competence in Research North South <Bern>
18
International Monetary Fund
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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
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13
European University Institute / Department of Economics
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Springer Fachmedien Wiesbaden
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University of Canterbury / Dept. of Economics and Finance
13
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12
Cowles Foundation for Research in Economics, Yale University
12
Department of Economics and Finance, College of Business and Economics
12
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12
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12
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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
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:
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/10002001001
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/10002004134
Saved in:
6
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:
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
Predictable changes in NAV : the wildcard option in transacting mutual-fund shares
Chalmers, John M. R.
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002000926
Saved in:
10
Predictable changes in NAV : the wildcard option in transacting mutual-fund shares
Chalmers, John M. R.
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004129
Saved in:
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