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Switching risk off : FX correlations and risk premia
Beber, Alessandro; Brandt, Michael W.; Cenoz, Jasone - 2014
Persistent link: https://www.econbiz.de/10010440194
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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/10001756564
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Time-consistent no-arbitrage models of the term structure
Brandt, Michael W.; Yaron, Amir - 2003
Persistent link: https://www.econbiz.de/10001731395
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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. - 2003
Persistent link: https://www.econbiz.de/10001738938
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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/10001606888
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On the relationship between the conditional mean and volatility of stock returns : a latent VAR approach
Brandt, Michael W.; Kang, Qiang - 2002
Persistent link: https://www.econbiz.de/10001683143
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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/10001561834
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Range-based estimation of stochastic volatility models or exchange rate dynamics are more interesting than you think
Alizadeh, Sassan; Brandt, Michael W.; Diebold, Francis X. - 2000
Persistent link: https://www.econbiz.de/10001477772
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Variable selection for portfolio choice
Aït-Sahalia, Yacine; Brandt, Michael W. - 2001
Persistent link: https://www.econbiz.de/10001557208
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Variable selection for portfolio choice
Aït-Sahalia, Yacine (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002000857