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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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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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The declining equity premium : what role does macroeconomic risk play?
Lettau, Martin (contributor);  … - 2004 - rev
Persistent link: https://www.econbiz.de/10003229588
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Forecasting the term structure of government bond yields
Diebold, Francis X. (contributor); Li, Canlin (contributor) - 2003
Persistent link: https://www.econbiz.de/10003229524
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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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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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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
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Modeling and forecasting realized volatility
Anderson, Torben G.; Bollerslev, Tim; Diebold, Francis X.; … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002020013
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Illiquidity and the closed-end fund discounts
Jain, Ravi (contributor); Xia, Yihong (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10003229534
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Firms ́capital allocation choices, information quality and the cost of capital
Leuz, Christian (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10003229573