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Range-based estimation of stochastic volatility models
Alizadeh, Sassan; Brandt, Michael W.; Diebold, Francis X. - In: The journal of finance : the journal of the American … 57 (2002) 3, pp. 1047-1091
Persistent link: https://www.econbiz.de/10001684742
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Range-Based Estimation of Stochastic Volatility Models
Alizadeh, Sassan; Brandt, Michael W.; Diebold, Francis X. - In: The journal of finance : the journal of the American … 57 (2002) 3, pp. 1047-1092
Persistent link: https://www.econbiz.de/10006559609
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Estimating portfolio and consumption choice : a conditional Euler equations approach
Brandt, Michael W. - In: The journal of finance : the journal of the American … 54 (1999) 5, pp. 1609-1645
Persistent link: https://www.econbiz.de/10001430862
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Variable selection for portfolio choice
Aït-Sahalia, Yacine; Brandt, Michael W. - In: The journal of finance : the journal of the American … 56 (2001) 4, pp. 1297-1351
Persistent link: https://www.econbiz.de/10001662220
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Price discovery in the U.S. treasury market : the impact of orderflow and liquidity on the yield curve
Brandt, Michael W.; Kavajecz, Kenneth A. - In: The journal of finance : the journal of the American … 59 (2004) 6, pp. 2623-2654
Persistent link: https://www.econbiz.de/10002502852
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Dynamic portfolio selection by augmenting the asset space
Brandt, Michael W.; Santa-Clara, Pedro - In: The journal of finance : the journal of the American … 61 (2006) 5, pp. 2187-2217
Persistent link: https://www.econbiz.de/10003378702
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Optimal decentralized investment management
Binsbergen, Jules H. van; Brandt, Michael W.; Koijen, … - In: The journal of finance : the journal of the American … 63 (2008) 4, pp. 1849-1895
Persistent link: https://www.econbiz.de/10003822112
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Price Discovery in the U.S. Treasury Market: The Impact of Orderflow and Liquidity on the Yield Curve
Brandt, Michael W.; Kavajecz, Kenneth A. - In: The journal of finance : the journal of the American … 59 (2004) 6, pp. 2623-2654
Persistent link: https://www.econbiz.de/10006548889
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ARTICLES - Variable Selection for Portfolio Choice
Ait-Sahalia, Yacine; Brandt, Michael W. - In: The journal of finance : the journal of the American … 56 (2001) 4, pp. 1297-1350
Persistent link: https://www.econbiz.de/10006563789
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ARTICLES - Estimating Portfolio and Consumption Choice: A Conditional Euler Equations Approach
Brandt, Michael W. - In: The journal of finance : the journal of the American … 54 (1999) 5
Persistent link: https://www.econbiz.de/10006573211