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~isPartOf:"Journal of Financial Economics"
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Brandt, Michael W.
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Kang, Qiang
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Santa-Clara, Pedro
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Journal of Financial Economics
NBER Working Paper
21
NBER Working Papers
20
NBER working paper series
20
Working paper / National Bureau of Economic Research, Inc.
20
Working paper / National Bureau of Economic Research, Inc
17
The review of financial studies
13
The journal of finance : the journal of the American Finance Association
11
Working papers / Rodney L. White Center for Financial Research
11
Journal of monetary economics
6
Discussion paper / Centre for Economic Policy Research
5
Journal of financial economics
5
Review of Financial Studies
5
Journal of Finance
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Journal of empirical finance
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Journal of Monetary Economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Review of finance : journal of the European Finance Association
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CFS Working Paper Series
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Center for Financial Institutions Working Papers
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Computational economics
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Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
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Journal of economic dynamics & control
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Review of Finance
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Technical working paper / National Bureau of Economic Research
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The American economic review
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The journal of futures markets
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The review of economics and statistics
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Working Paper
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AFA 2007 Chicago Meetings Paper
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AFA 2010 Atlanta Meetings Paper
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AFA 2012 Chicago Meetings Paper
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AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
1
CFS Working Paper
1
CFS working paper series
1
CRSP Working Paper
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EFA 2006 Zurich Meetings
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On the relationship between the conditional mean and volatility of stock returns: A latent VAR approach
Brandt, Michael W.
;
Kang, Qiang
- In:
Journal of Financial Economics
72
(
2004
)
2
,
pp. 217-257
Persistent link: https://www.econbiz.de/10005362816
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Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
- In:
Journal of Financial Economics
63
(
2002
)
2
,
pp. 161-210
Persistent link: https://www.econbiz.de/10005376547
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