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Brandt, Michael W.
8
Diebold, Francis X.
8
Alizadeh, Sassan
2
Aït-Sahalia, Yacine
2
Blume, Marshall E.
2
Bollerslev, Tim
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Edelen, Roger M.
2
Kadlec, Gregory B.
2
Santa-Clara, Pedro
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Stambaugh, Robert F.
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Uppal, Raman
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Rodney L. White Center for Financial Research
National Bureau of Economic Research
1,365
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
216
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
109
Institut für Schweizerisches Bankwesen <Zürich>
99
International Monetary Fund (IMF)
77
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69
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58
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44
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41
Ekonomiska forskningsinstitutet <Stockholm>
40
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39
National Centre of Competence in Research North South <Bern>
39
Springer Fachmedien Wiesbaden
38
World Bank
37
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36
Université Paris-Dauphine (Paris IX)
32
OECD
30
Institute of Finance and Accounting <London>
28
Center for Economic Research <Tilburg>
27
Federal Reserve Bank of St. Louis
27
Agricultural and Applied Economics Association - AAEA
23
Federal Reserve Bank of San Francisco
22
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18
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
17
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17
Verlag Dr. Kovač
17
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16
Federal Reserve System / Division of Research and Statistics
16
Finance Discipline Group, Business School
16
Frank J. Fabozzi Associates <New Hope, Pa.>
16
Institut für Weltwirtschaft
16
International Center for Financial Asset Management and Engineering
16
Department of Economics, Oxford University
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Working papers / Rodney L. White Center for Financial Research
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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
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2
Forecasting the term structure of government bond yields
Diebold, Francis X.
(
contributor
);
Li, Canlin
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10003229524
Saved in:
3
The macroeconomy and the yield curve : a dynamic latent factor approach
Diebold, Francis X.
(
contributor
); …
-
2004
-
rev
Persistent link: https://www.econbiz.de/10003229558
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4
A consumption-based model of the term structure of interest rates
Wachter, Jessica
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10003229591
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5
Time-consistent no-arbitrage models of the term structure
Brandt, Michael W.
(
contributor
);
Yaron, Amir
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002023790
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6
Estimaging the benchmark yield curve : a new approach using stochastic frontier functions
Darbha, Gangadhar
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002024649
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7
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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8
Parametric and nonparametric
volatility
measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10003229526
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9
The Nobel memorial prize for Robert Engle
Diebold, Francis X.
(
contributor
);
Engle, Robert F.
(
honouree
)
-
2004
Persistent link: https://www.econbiz.de/10003229527
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10
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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