//--> //--> //--> //-->
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
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
Bayesian range-based estimatio...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
62
Theory
62
Capital income
49
Kapitaleinkommen
49
Portfolio selection
44
Portfolio-Management
44
USA
42
United States
42
Volatilität
40
Volatility
39
Schätztheorie
22
Estimation theory
21
Estimation
19
Schätzung
19
Exchange rate
18
Government securities
18
Staatspapier
18
Wechselkurs
18
Forecasting model
17
Prognoseverfahren
17
Risikoprämie
17
Risk premium
17
Börsenkurs
16
Share price
16
Yield curve
16
Zinsstruktur
16
Interest rate
12
Investment Fund
12
Investmentfonds
12
Zins
12
Impact assessment
11
Wirkungsanalyse
11
Aktienmarkt
10
Anleihe
10
Stock market
10
CAPM
9
Dividend
9
Dividende
9
Dynamische Wirtschaftstheorie
9
Economic dynamics
9
more ...
less ...
Online availability
All
Free
143
Undetermined
72
Type of publication
All
Book / Working Paper
222
Article
142
Other
1
Type of publication (narrower categories)
All
Working Paper
47
Arbeitspapier
46
Graue Literatur
46
Non-commercial literature
46
Article in journal
45
Aufsatz in Zeitschrift
45
Hochschulschrift
3
Aufsatz im Buch
2
Book section
2
Thesis
2
Amtliche Publikation
1
Dissertation u.a. Prüfungsschriften
1
Handbook
1
Handbuch
1
Ratgeber
1
more ...
less ...
Language
All
Undetermined
180
English
172
German
12
Dutch
1
Author
All
Brandt, Michael W.
266
Jones, Christopher S.
71
Beber, Alessandro
67
Santa-Clara, Pedro
54
Kavajecz, Kenneth A.
37
Diebold, Francis X.
31
Brandt, Michael
23
Alizadeh, Sassan
15
Luisi, Maurizio
14
Binsbergen, Jules H. van
12
Collin-Dufresne, Pierre
12
Goldstein, Robert S.
12
Koijen, Ralph S. J.
12
van Binsbergen, Jules H.
12
Goyal, Amit
11
Cochrane, John H.
10
Kang, Qiang
10
Tuzel, Selale
10
Ait-Sahalia, Yacine
9
Herrmann, Bernd
8
Hess, Gregory D.
7
Porter, Richard D.
7
Yaron, Amir
7
Aït-Sahalia, Yacine
6
Brav, Alon
6
Chapman, David A.
6
Graham, John R.
6
Koijen, Ralph S.J.
6
Kumar, Alok
6
Mo, Haitao
6
Sabathil, Maria
6
Shanken, Jay
6
Stroud, Jonathan R.
6
Valkanov, Rossen I.
5
Cen, Jason
4
Valkanov, Rossen
4
Wang, Kevin Q.
4
Zeng, Qi
4
Zhang, Lu
4
BRANDT, MICHAEL W.
3
more ...
less ...
Institution
All
National Bureau of Economic Research
23
National Bureau of Economic Research (NBER)
22
Rodney L. White Center for Financial Research
11
C.E.P.R. Discussion Papers
4
Institut für Schweizerisches Bankwesen <Zürich>
3
Anderson Graduate School of Management, University of California-Los Angeles (UCLA)
2
Center for Financial Studies
2
Financial Institutions Center, Wharton School of Business
2
Swiss Finance Institute
2
Becker Friedman Institute for Research in Economics, University of Chicago
1
Department of Economics, University of Pennsylvania
1
Federal Reserve Bank of Kansas City
1
Federal Reserve Board (Board of Governors of the Federal Reserve System)
1
International Center for Financial Asset Management and Engineering
1
Rodney L. White Center for Financial Research, Wharton School of Business
1
Society for Computational Economics - SCE
1
Society for Economic Dynamics - SED
1
The Wharton Financial Institutions Center
1
Weiss Center for International Financial Research, Wharton School of Business
1
more ...
less ...
Published in...
All
NBER Working Paper
23
NBER working paper series
22
Working paper / National Bureau of Economic Research, Inc.
22
NBER Working Papers
21
Working paper / National Bureau of Economic Research, Inc
19
The review of financial studies
18
The journal of finance : the journal of the American Finance Association
15
Journal of financial economics
14
Working papers / Rodney L. White Center for Financial Research
11
Review of Financial Studies
8
Journal of Finance
7
Journal of Financial Economics
6
Journal of monetary economics
6
Discussion paper / Centre for Economic Policy Research
5
CEPR Discussion Papers
4
Europäische Hochschulschriften / 5
4
Journal of empirical finance
4
Review of finance : journal of the European Finance Association
4
Journal of Monetary Economics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
The American economic review
3
AFA 2010 Atlanta Meetings Paper
2
CFS Working Paper Series
2
Center for Financial Institutions Working Papers
2
Computational economics
2
FAME Research Paper Series
2
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
2
Journal of econometrics
2
Journal of economic dynamics & control
2
Review of Finance
2
Technical working paper / National Bureau of Economic Research
2
The journal of business : B
2
The journal of futures markets
2
The review of economics and statistics
2
University of California at Los Angeles, Anderson Graduate School of Management
2
Working Paper
2
2009 Meeting Papers
1
AFA 2007 Chicago Meetings Paper
1
AFA 2012 Chicago Meetings Paper
1
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
1
more ...
less ...
Source
All
ECONIS (ZBW)
218
RePEc
80
OLC EcoSci
57
USB Cologne (EcoSocSci)
4
USB Cologne (business full texts)
3
BASE
1
EconStor
1
Other ZBW resources
1
more ...
less ...
Showing
41
-
50
of
365
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
41
Parametric portfolio policies : exploiting characteristics in the cross-section of equity returns
Brandt, Michael W.
;
Santa-Clara, Pedro
;
Valkanov, Rossen I.
-
2004
Persistent link: https://www.econbiz.de/10002499370
Saved in:
42
Equilibrium stock return dynamics under alternative rules of learning about hidden states
Brandt, Michael W.
;
Zeng, Qi
;
Zhang, Lu
- In:
Journal of economic dynamics & control
28
(
2004
)
10
,
pp. 1925-1954
Persistent link: https://www.econbiz.de/10002099538
Saved in:
43
A simulation approach to dynamic portfolio choice with an application to learning about returns predictability
Brandt, Michael W.
;
Goyal, Amit
;
Santa-Clara, Pedro
; …
- In:
The review of financial studies
18
(
2005
)
3
,
pp. 831-874
Persistent link: https://www.econbiz.de/10003133514
Saved in:
44
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/10002502852
Saved in:
45
International risk sharing is better than you think : (or exchange rates are much too smooth)
Brandt, Michael W.
;
Cochrane, John H.
;
Santa-Clara, Pedro
-
2001
Persistent link: https://www.econbiz.de/10001599163
Saved in:
46
Variable selection for portfolio choice
Aït-Sahalia, Yacine
;
Brandt, Michael W.
- In:
The journal of finance : the journal of the American …
56
(
2001
)
4
,
pp. 1297-1351
Persistent link: https://www.econbiz.de/10001662220
Saved in:
47
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:
48
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:
49
Cross-sectional tests of deterministic volatility functions
Brandt, Michael W.
;
Wu, Tao
- In:
Journal of empirical finance
9
(
2002
)
5
,
pp. 525-550
Persistent link: https://www.econbiz.de/10001712020
Saved in:
50
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
Saved in:
First
Prev
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...
//-->