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
~source:"olc"
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:
Type of publication
All
Article
138
Language
All
Undetermined
136
English
1
Spanish
1
Author
All
Diebold, Francis X.
97
Brandt, Michael W.
44
Andersen, Torben G.
16
Bollerslev, Tim
16
Rudebusch, Glenn D.
12
Santa-Clara, Pedro
12
Christoffersen, Peter F.
10
Beber, Alessandro
7
Kavajecz, Kenneth A.
7
Berkowitz, Jeremy
5
Labys, Paul
5
Li, Canlin
5
Yilmaz, Kamil
5
Campbell, Sean D.
4
Christensen, Jens H.E.
4
Tay, Anthony S.
4
Vega, Clara
4
Aruoba, S.Boragan
3
Goyal, Amit
3
Kilian, Lutz
3
Lopez, Jose A.
3
Ohanian, Lee E.
3
Stroud, Jonathan R.
3
Yue, Vivian Z.
3
Ai͏̈t-Sahalia, Yacine
2
Alizadeh, Sassan
2
Anderson, Torben G.
2
Binsbergen, Jules H.van
2
Brav, Alon
2
Cochrane, John H.
2
Ebens, Heiko
2
Graham, John R.
2
Gunther, Todd A.
2
Hahn, Jinyong
2
Kang, Qiang
2
Kumar, Alok
2
Mariano, Roberto S.
2
Neumark, David
2
Piazzesi, Monika
2
Polsky, Daniel
2
more ...
less ...
Published in...
All
Working paper / National Bureau of Economic Research, Inc
48
Technical working paper / National Bureau of Economic Research
12
Journal of econometrics
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
The review of financial studies
8
The review of economics and statistics
7
The journal of finance : the journal of the American Finance Association
6
The American economic review
4
Journal of financial economics
3
Journal of monetary economics
3
Econometric theory
2
International economic review
2
Journal of the American Statistical Association : JASA
2
Brookings papers on economic activity : BPEA
1
Business review / Federal Reserve Bank of Philadelphia
1
Computational economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economía chilena
1
ILR review : a publication of the New York State School of Industrial and Labor Relations, a statutory college of the State University, Cornell University, Ithaca
1
IMF staff papers
1
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
1
International journal of forecasting
1
Journal of accounting, auditing & finance
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of international economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The Scandinavian journal of economics
1
The econometrics journal
1
The journal of business : B
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
The journal of futures markets
1
The review of economic studies
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
more ...
less ...
Source
All
OLC EcoSci
RePEc
822
ECONIS (ZBW)
730
EconStor
24
USB Cologne (EcoSocSci)
7
USB Cologne (business full texts)
4
Other ZBW resources
3
BASE
1
more ...
less ...
Showing
1
-
10
of
138
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations
Brandt, Michael W.
;
Diebold, Francis X.
- In:
The journal of business : B
79
(
2006
)
1
,
pp. 61-74
Persistent link: https://www.econbiz.de/10006010639
Saved in:
2
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
Saved in:
3
A NO-ARBITRAGE APPROACH TO RANGE-BASED ESTIMATION OF RETURN COVARIANCES AND CORRELATIONS
Brandt, Michael W.
;
Diebold, Francis X.
-
2003
Persistent link: https://www.econbiz.de/10006969026
Saved in:
4
HIGH- AND LOW-FREQUENCY EXCHANGE RATE VOLATILITY DYNAMICS: RANGE-BASED ESTIMATION OF STOCHASTIC VOLATILITY MODELS
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
-
2001
Persistent link: https://www.econbiz.de/10006979966
Saved in:
5
RESOLVING MACROECONOMIC UNCERTAINTY IN STOCK AND BOND MARKETS
Beber, Alessandro
;
Brandt, Michael W.
-
2006
Persistent link: https://www.econbiz.de/10007273226
Saved in:
6
FLIGHT-TO-QUALITY OR FLIGHT-TO-LIQUIDITY? EVIDENCE FROM THE EURO-AREA BOND MARKET
Beber, Alessandro
;
Brandt, Michael W.
;
Kavajecz, Kenneth A.
-
2006
Persistent link: https://www.econbiz.de/10007278716
Saved in:
7
Dynamic Portfolio Selection by Augmentingthe Asset Space
Brandt, Michael W.
;
Santa-Clara, Pedro
- In:
The journal of finance : the journal of the American …
61
(
2006
)
5
,
pp. 2187-2218
Persistent link: https://www.econbiz.de/10007293148
Saved in:
8
SIMULATED LIKELIHOOD ESTIMATION OF DIFFUSIONS WITH AN APPLICATION TO EXCHANGE RATE DYNAMICS IN INCOMPLETE MARKETS
Brandt, Michael W.
;
Santa-Clara, Pedro
-
2001
Persistent link: https://www.econbiz.de/10005948160
Saved in:
9
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
Saved in:
10
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
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
