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Journal of financial economics
PIER Working Paper Archive
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Distilling the macroeconomic news flow
Beber, Alessandro
;
Brandt, Michael W.
;
Luisi, Maurizio
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 489-507
Persistent link: https://www.econbiz.de/10011480308
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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/10001636757
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3
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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4
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. 217-258
Persistent link: https://www.econbiz.de/10006504609
Saved in:
5
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/10006510507
Saved in:
6
The distribution of realized stock return volatility
Andersen, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Journal of financial economics
61
(
2001
)
1
,
pp. 43-76
Persistent link: https://www.econbiz.de/10006512570
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