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~isPartOf:"Journal of financial economics"
~person:"Brandt, Michael W."
~person:"Chang, Jack S. K."
~subject:"Germany"
~subject:"VAR model"
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Brandt, Michael W.
Chang, Jack S. K.
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1
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Journal of financial economics
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2
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ECONIS (ZBW)
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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/10002033561
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2
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/10001636757
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