//--> //--> //--> //-->
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
~subject:"Volatility"
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
Price discovery in the U.S. tr...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Theorie
66
Theory
66
United States
44
USA
42
Portfolio selection
37
Portfolio-Management
37
Capital income
33
Kapitaleinkommen
33
Volatilität
32
Schätztheorie
23
Estimation theory
22
Exchange rate
19
Wechselkurs
19
Estimation
17
Government securities
17
Schätzung
17
Staatspapier
17
Aktienmarkt
15
Börsenkurs
15
Share price
15
Stock market
15
Forecasting model
12
Liquidität
12
Prognoseverfahren
12
Impact assessment
11
Liquidity
11
Risikoprämie
11
Risk premium
11
Wirkungsanalyse
11
Welt
10
CAPM
9
Dividend
9
Dividende
9
Dynamische Wirtschaftstheorie
9
Economic dynamics
9
Incomplete market
9
Interest rate
9
Unvollkommener Markt
9
World
9
more ...
less ...
Online availability
All
Free
16
Type of publication
All
Book / Working Paper
21
Article
10
Type of publication (narrower categories)
All
Arbeitspapier
10
Article in journal
10
Aufsatz in Zeitschrift
10
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
Language
All
English
31
Author
All
Brandt, Michael W.
30
Santa-Clara, Pedro
9
Alizadeh, Sassan
8
Diebold, Francis X.
8
Kang, Qiang
5
Cochrane, John H.
4
Beber, Alessandro
3
Brav, Alon
2
Graham, John R.
2
Jones, Christopher S.
2
Kadlec, Gregory B.
2
Kumar, Alok
2
Kavajecz, Kenneth A.
1
Odders-White, Elizabeth R.
1
Wu, Tao
1
more ...
less ...
Institution
All
National Bureau of Economic Research
5
Rodney L. White Center for Financial Research
4
Published in...
All
NBER Working Paper
4
NBER working paper series
4
Working papers / Rodney L. White Center for Financial Research
4
Working paper / National Bureau of Economic Research, Inc.
3
Journal of financial economics
2
Finance research letters
1
Financial Institutions Center
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial markets
1
Journal of monetary economics
1
NBER technical working paper series
1
Review of finance : journal of the European Finance Association
1
Technical working paper / National Bureau of Economic Research
1
The journal of finance : the journal of the American Finance Association
1
The review of financial studies
1
Weiss Center working papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
31
Showing
1
-
10
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility and market structure
Kavajecz, Kenneth A.
;
Odders-White, Elizabeth R.
- In:
Journal of financial markets
4
(
2001
)
4
,
pp. 359-384
Persistent link: https://www.econbiz.de/10001604104
Saved in:
2
International risk sharing is better than you think : or exchange rates are much too smooth
Brandt, Michael W.
(
contributor
); …
-
2001
Persistent link: https://www.econbiz.de/10003732449
Saved in:
3
Resolving macroeconomic uncertainty in stock and bond markets
Beber, Alessandro
;
Brandt, Michael W.
-
2006
Persistent link: https://www.econbiz.de/10003331739
Saved in:
4
International risk sharing is better than you think, or exchange rates are too smooth
Brandt, Michael W.
;
Cochrane, John H.
;
Santa-Clara, Pedro
- In:
Journal of monetary economics
53
(
2006
)
4
,
pp. 671-698
Persistent link: https://www.econbiz.de/10003333393
Saved in:
5
Resolving macroeconomic uncertainty in stock and bond markets
Beber, Alessandro
;
Brandt, Michael W.
- In:
Review of finance : journal of the European Finance …
13
(
2009
)
1
,
pp. 1-45
Persistent link: https://www.econbiz.de/10003837976
Saved in:
6
Volatility forecasting with range-based EGARCH models
Brandt, Michael W.
;
Jones, Christopher S.
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
4
,
pp. 470-486
Persistent link: https://www.econbiz.de/10003385173
Saved in:
7
The idiosyncratic volatility puzzle : time trend or speculative episodes?
Brandt, Michael W.
;
Brav, Alon
;
Graham, John R.
;
Kumar, Alok
- In:
The review of financial studies
23
(
2010
)
2
,
pp. 863-899
Persistent link: https://www.econbiz.de/10003943125
Saved in:
8
Bayesian range-based estimation of stochastic volatility models
Brandt, Michael W.
;
Jones, Christopher S.
- In:
Finance research letters
2
(
2005
)
4
,
pp. 201-209
Persistent link: https://www.econbiz.de/10003219463
Saved in:
9
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
Saved in:
10
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
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->