Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Working papers / Rodney L. White Center for Financial Research"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Bayesian range-based estimatio...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
9
Theory
9
USA
5
United States
5
Estimation theory
4
Schätztheorie
4
Volatility
4
Volatilität
4
Exchange rate
3
Government securities
3
Portfolio selection
3
Portfolio-Management
3
Staatspapier
3
Wechselkurs
3
Capital income
2
Erwartungsnutzen
2
Expected utility
2
Impact assessment
2
Kapitaleinkommen
2
Wirkungsanalyse
2
Ankündigungseffekt
1
Announcement effect
1
Börsenkurs
1
Correlation
1
Deutschland
1
Dynamische Wirtschaftstheorie
1
Economic dynamics
1
Estimation
1
Germany
1
Großbritannien
1
Incomplete market
1
Interest rate
1
Korrelation
1
Liquidity
1
Liquidität
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Option trading
1
Optionsgeschäft
1
Schätzung
1
more ...
less ...
Online availability
All
Free
6
Type of publication
All
Book / Working Paper
11
Type of publication (narrower categories)
All
Arbeitspapier
11
Graue Literatur
11
Non-commercial literature
11
Working Paper
11
Language
All
English
11
Author
All
Brandt, Michael W.
11
Diebold, Francis X.
3
Alizadeh, Sassan
2
Aït-Sahalia, Yacine
2
Kadlec, Gregory B.
2
Santa-Clara, Pedro
2
Beber, Alessandro
1
Kang, Qiang
1
Kavajecz, Kenneth A.
1
Yaron, Amir
1
more ...
less ...
Institution
All
Rodney L. White Center for Financial Research
11
Published in...
All
Working papers / Rodney L. White Center for Financial Research
NBER Working Paper
23
NBER working paper series
22
Working paper / National Bureau of Economic Research, Inc.
22
NBER Working Papers
21
Working paper / National Bureau of Economic Research, Inc
19
The review of financial studies
18
The journal of finance : the journal of the American Finance Association
15
Journal of financial economics
14
Review of Financial Studies
8
Journal of Finance
7
Journal of Financial Economics
6
Journal of monetary economics
6
Discussion paper / Centre for Economic Policy Research
5
CEPR Discussion Papers
4
Europäische Hochschulschriften / 5
4
Journal of empirical finance
4
Review of finance : journal of the European Finance Association
4
Journal of Monetary Economics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
The American economic review
3
AFA 2010 Atlanta Meetings Paper
2
CFS Working Paper Series
2
Center for Financial Institutions Working Papers
2
Computational economics
2
FAME Research Paper Series
2
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
2
Journal of econometrics
2
Journal of economic dynamics & control
2
Review of Finance
2
Technical working paper / National Bureau of Economic Research
2
The journal of business : B
2
The journal of futures markets
2
The review of economics and statistics
2
University of California at Los Angeles, Anderson Graduate School of Management
2
Working Paper
2
2009 Meeting Papers
1
AFA 2007 Chicago Meetings Paper
1
AFA 2012 Chicago Meetings Paper
1
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic portfolio selection by augmenting the asset space
Brandt, Michael W.
(
contributor
); …
-
2004
-
rev.
Persistent link: https://www.econbiz.de/10003229529
Saved in:
2
Variable selection for portfolio choice
Aït-Sahalia, Yacine
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002000857
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/10002001001
Saved in:
4
Variable selection for portfolio choice
Aït-Sahalia, Yacine
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004105
Saved in:
5
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:
6
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:
7
On the relationship between the conditional mean and volatility of stock returns
Brandt, Michael W.
(
contributor
);
Kang, Qiang
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002019935
Saved in:
8
Price discovery in the US treasury market : the impact of orderflow and liquidity on the Yield curve
Brandt, Michael W.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002022631
Saved in:
9
Time-consistent no-arbitrage models of the term structure
Brandt, Michael W.
(
contributor
);
Yaron, Amir
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002023790
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
