//--> //--> //--> //-->
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
A No-Arbitrage Approach to Ran...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
14
Theory
14
USA
11
United States
11
Volatility
9
Volatilität
9
Capital income
7
Kapitaleinkommen
7
Exchange rate
5
Impact assessment
5
Wechselkurs
5
Wirkungsanalyse
5
Estimation theory
4
Government securities
4
Schätztheorie
4
Staatspapier
4
Aktienmarkt
3
Ankündigungseffekt
3
Announcement effect
3
Deutschland
3
Estimation
3
Germany
3
Portfolio selection
3
Portfolio-Management
3
Schätzung
3
Stock market
3
Yield curve
3
Zinsstruktur
3
Erwartungsnutzen
2
Expected utility
2
Forecast
2
Großbritannien
2
Prognose
2
United Kingdom
2
1985-2000
1
ARCH model
1
ARCH-Modell
1
Bond market
1
Business cycle
1
Börsenkurs
1
more ...
less ...
Online availability
All
Free
15
Type of publication
All
Book / Working Paper
22
Type of publication (narrower categories)
All
Arbeitspapier
22
Graue Literatur
22
Non-commercial literature
22
Working Paper
22
Language
All
English
22
Author
All
Diebold, Francis X.
14
Brandt, Michael W.
11
Bollerslev, Tim
4
Alizadeh, Sassan
2
Andersen, Torben
2
Anderson, Torben G.
2
Aït-Sahalia, Yacine
2
Campbell, Sean D.
2
Kadlec, Gregory B.
2
Santa-Clara, Pedro
2
Vega, Clara
2
Aruoba, S. Borağan
1
Beber, Alessandro
1
Christoffersen, Peter F.
1
Engle, Robert F.
1
Kang, Qiang
1
Kavajecz, Kenneth A.
1
Labys, Paul
1
Li, Canlin
1
Rudebusch, Glenn D.
1
Yaron, Amir
1
Yılmaz, Kamil
1
more ...
less ...
Institution
All
Rodney L. White Center for Financial Research
20
Published in...
All
Working papers / Rodney L. White Center for Financial Research
PIER Working Paper Archive
529
NBER Working Paper
80
NBER working paper series
72
Working paper / National Bureau of Economic Research, Inc.
65
Working paper / National Bureau of Economic Research, Inc
48
CFS Working Paper Series
34
Working papers / Penn Institute for Economic Research
34
PIER Working Paper
32
Home Pages
29
Journal of econometrics
29
Technical working paper / National Bureau of Economic Research
24
Working papers / Financial Institutions Center
24
CFS working paper series
21
NBER Working Papers
20
Working Papers / Federal Reserve Bank of Philadelphia
20
CFS Working Paper
19
Center for Financial Institutions Working Papers
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Finance and Economics Discussion Series
17
The review of economics and statistics
14
Working papers / Federal Reserve Bank of Philadelphia, Economic Research Division
14
The journal of finance : the journal of the American Finance Association
13
The review of financial studies
13
Journal of Econometrics
12
NBER technical working paper series
12
The American economic review
12
FRB of Philadelphia Working Paper
8
New York University, Leonard N. Stern School Finance Department Working Paper Seires
8
Discussion paper / Institute for Empirical Macroeconomics
7
Journal of monetary economics
7
NYU Working Paper
7
Special Studies Papers / Federal Reserve Board (Board of Governors of the Federal Reserve System)
7
Working papers / Federal Reserve Bank of Philadelphia, Research Department
7
Discussion paper / Centre for Economic Policy Research
6
Economics letters
6
Financial Institutions Center
6
International journal of forecasting
6
Journal of financial economics
6
Working Paper
6
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
Dynamic portfolio selection by augmenting the asset space
Brandt, Michael W.
(
contributor
); …
-
2004
-
rev.
Persistent link: https://www.econbiz.de/10003229529
Saved in:
5
Variable selection for portfolio choice
Aït-Sahalia, Yacine
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002000857
Saved in:
6
Variable selection for portfolio choice
Aït-Sahalia, Yacine
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004105
Saved in:
7
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:
8
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:
9
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:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->