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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
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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
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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
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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
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The effect of macroeconomic news on beliefs and preferences : evidence from the options market
Beber, Alessandro (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002024082
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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 - In: Journal of financial economics 72 (2004) 2, pp. 217-257
Persistent link: https://www.econbiz.de/10002033561
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The effect of macroeconomic news on beliefs and preferences : evidence from the options market
Beber, Alessandro (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001956584
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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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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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Der saarländische "Modellversuch zeitvariabler linearer Stromtarif"
Brandt, Michael - In: Zeitschrift für Energiewirtschaft : ZfE 12 (1988) 4, pp. 249-256
Persistent link: https://www.econbiz.de/10001056079