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Bayesian range-based estimatio...
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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:
2
Portfolio choice problems
Brandt, Michael W.
-
2010
Persistent link: https://www.econbiz.de/10003900658
Saved in:
3
Estimating portfolio and consumption choice : a conditional Euler equations approach
Brandt, Michael W.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
5
,
pp. 1609-1645
Persistent link: https://www.econbiz.de/10001430862
Saved in:
4
Hedging demands in hedging contingent claims
Brandt, Michael W.
- In:
The review of economics and statistics
85
(
2003
)
1
,
pp. 119-140
Persistent link: https://www.econbiz.de/10001739939
Saved in:
5
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/10008222286
Saved in:
6
Volatility Forecasting With Range-Based EGARCH Models
Brandt, Michael W.
;
Jones, Christopher S.
- In:
Journal of Business & Economic Statistics
24
(
2006
)
October
,
pp. 470-486
Persistent link: https://www.econbiz.de/10005532449
Saved in:
7
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/10005397361
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8
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
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9
Earnings announcements are full of surprises
Brandt, Michael W.
;
Kishore, Runeet
;
Santa-Clara, Pedro
; …
-
2008
-
This version: January 22, 2008
Persistent link: https://www.econbiz.de/10003768329
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10
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/10003355179
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