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~institution:"Rodney L. White Center for Financial Research"
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Brandt, Michael W.
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Rodney L. White Center for Financial Research
National Bureau of Economic Research
811
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
133
Ekonomiska forskningsinstitutet <Stockholm>
47
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
39
European University Institute / Department of Economics
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Umeå universitet
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Center for Economic Research <Tilburg>
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Deutsche Forschungsgemeinschaft
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Centre for Analytical Finance <Århus>
18
Centre for Microdata Methods and Practice <London>
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Centre for Quantitative Economics & Computing
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London School of Economics and Political Science
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University of Exeter / Department of Economics
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
13
EconWPA
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Chambre de commerce et d'industrie de Paris
11
Erasmus Research Institute of Management
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Organisation for Economic Co-operation and Development
11
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10
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9
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9
University of Western Australia / Department of Economics
9
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
8
Federal Reserve System / Board of Governors
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Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011410
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/10002001001
Saved in:
3
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:
4
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:
5
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002023808
Saved in:
6
Equilibrium cross-section of returns
Gomes, Joao
(
contributor
);
Kogan, Leonid
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002006966
Saved in:
7
Investing in equity mutual funds
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011415
Saved in:
8
Liquidity risk and expected stock returns
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011423
Saved in:
9
A simple model of intertemporal capital asset pricing and its implications for the Fama-French three-factor model
Brennan, Michael J.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002016401
Saved in:
10
Risk and valuation under an intertemporal capital asset pricing model
Brennan, Michael J.
(
contributor
);
Xia, Yihong
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002024580
Saved in:
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