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Brandt, Michael W.
7
Diebold, Francis X.
6
Alizadeh, Sassan
2
Aït-Sahalia, Yacine
2
Blume, Marshall E.
2
Bollerslev, Tim
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Edelen, Roger M.
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Kadlec, Gregory B.
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Santa-Clara, Pedro
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Rodney L. White Center for Financial Research
National Bureau of Economic Research
1,012
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
184
Institut für Schweizerisches Bankwesen <Zürich>
76
C.E.P.R. Discussion Papers
59
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
39
National Centre of Competence in Research North South <Bern>
34
HAL
32
EconWPA
31
Université Paris-Dauphine (Paris IX)
31
World Bank
30
Institute of Finance and Accounting <London>
25
Agricultural and Applied Economics Association - AAEA
23
International Monetary Fund
23
Springer Fachmedien Wiesbaden
23
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
22
Centre for Analytical Finance <Århus>
19
Ekonomiska forskningsinstitutet <Stockholm>
19
Federal Reserve Bank of St. Louis
19
Society for Computational Economics - SCE
19
CESifo
17
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
17
Reserve Bank of Australia
17
Department of Economics and Finance, College of Business and Economics
15
Frank J. Fabozzi Associates <New Hope, Pa.>
15
School of Economics and Management, University of Aarhus
15
Center for Economic Research <Tilburg>
14
European Association of Agricultural Economists - EAAE
14
Institut für Weltwirtschaft
14
Institute of Economic Research, Kyoto University
14
Svenska Handelshögskolan <Helsinki>
14
University of Canterbury / Dept. of Economics and Finance
14
Max-Planck-Institut für Ökonomik <Jena> / Abteilung Strategische Interaktion
13
OECD
13
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
12
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
12
Chambre de commerce et d'industrie de Paris
12
European Central Bank
12
European University Institute / Department of Economics
12
Fisher Investments Inc. <Woodside, Calif.>
12
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Working papers / Rodney L. White Center for Financial Research
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Financial asset returns, direction-of-change forecasting and
volatility
Christoffersen, Peter F.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10003229525
Saved in:
7
Parametric and nonparametric
volatility
measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10003229526
Saved in:
8
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:
9
S&P 500 indexers, tracking errors, and liquidity
Blume, Marshall E.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002024608
Saved in:
10
Investing in socially responsible mutual funds
Géczy, Christopher
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002024661
Saved in:
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