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
Estimating Portfolio and Consu...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
59
Theory
59
Portfolio selection
37
Portfolio-Management
37
USA
34
United States
34
Capital income
33
Kapitaleinkommen
33
Volatilität
31
Volatility
30
Schätztheorie
22
Estimation theory
21
Estimation
18
Exchange rate
18
Government securities
18
Schätzung
18
Staatspapier
18
Wechselkurs
18
Börsenkurs
14
Share price
14
Forecasting model
12
Prognoseverfahren
12
Impact assessment
11
Risikoprämie
11
Risk premium
11
Wirkungsanalyse
11
Aktienmarkt
10
Stock market
10
CAPM
9
Dividend
9
Dividende
9
Dynamische Wirtschaftstheorie
9
Economic dynamics
9
Incomplete market
9
Interest rate
9
Unvollkommener Markt
9
Yield curve
9
Zins
9
Zinsstruktur
9
Ankündigungseffekt
8
more ...
less ...
Online availability
All
Free
117
Undetermined
51
Type of publication
All
Book / Working Paper
171
Article
100
Type of publication (narrower categories)
All
Working Paper
45
Arbeitspapier
44
Graue Literatur
43
Non-commercial literature
43
Article in journal
32
Aufsatz in Zeitschrift
32
Aufsatz im Buch
2
Book section
2
more ...
less ...
Language
All
English
144
Undetermined
127
Author
All
Brandt, Michael W.
266
Beber, Alessandro
63
Santa-Clara, Pedro
53
Kavajecz, Kenneth A.
37
Diebold, Francis X.
31
Alizadeh, Sassan
15
Binsbergen, Jules H. van
12
Koijen, Ralph S. J.
12
van Binsbergen, Jules H.
12
Goyal, Amit
11
Luisi, Maurizio
11
Cochrane, John H.
10
Kang, Qiang
10
Ait-Sahalia, Yacine
9
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
Stroud, Jonathan R.
6
Jones, Christopher S.
5
Valkanov, Rossen I.
5
Valkanov, Rossen
4
Wang, Kevin Q.
4
BRANDT, MICHAEL W.
3
Cen, Jason
3
Underwood, Shane E.
3
Wu, Tao
3
Zeng, Qi
3
Zhang, Lu
3
Ai͏̈t-Sahalia, Yacine
2
BRANDT, Michael W.
2
Binsbergen, Jules H.van
2
Diebold, Francis
2
Gao, Lin
2
Kadlec, Gregory B.
2
Kishore, Runeet
2
Storud, Jonathan
2
more ...
less ...
Institution
All
National Bureau of Economic Research
21
National Bureau of Economic Research (NBER)
21
Rodney L. White Center for Financial Research
11
Institut für Schweizerisches Bankwesen <Zürich>
3
Center for Financial Studies
2
Financial Institutions Center, Wharton School of Business
2
Swiss Finance Institute
2
Anderson Graduate School of Management, University of California-Los Angeles (UCLA)
1
Becker Friedman Institute for Research in Economics, University of Chicago
1
Department of Economics, University of Pennsylvania
1
International Center for Financial Asset Management and Engineering
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
21
NBER Working Papers
20
NBER working paper series
20
Working paper / National Bureau of Economic Research, Inc.
20
Working paper / National Bureau of Economic Research, Inc
17
The review of financial studies
13
The journal of finance : the journal of the American Finance Association
11
Working papers / Rodney L. White Center for Financial Research
11
Journal of monetary economics
6
Discussion paper / Centre for Economic Policy Research
5
Journal of financial economics
5
Review of Financial Studies
5
Journal of Finance
4
Journal of empirical finance
4
Journal of Monetary Economics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Review of finance : journal of the European Finance Association
3
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 Financial Economics
2
Journal of economic dynamics & control
2
Review of Finance
2
Technical working paper / National Bureau of Economic Research
2
The American economic review
2
The journal of business : B
2
The journal of futures markets
2
The review of economics and statistics
2
Working Paper
2
AFA 2007 Chicago Meetings Paper
1
AFA 2010 Atlanta Meetings Paper
1
AFA 2012 Chicago Meetings Paper
1
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
1
CFS Working Paper
1
CFS working paper series
1
CRSP Working Paper
1
EFA 2006 Zurich Meetings
1
FAME research paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
169
RePEc
54
OLC EcoSci
44
USB Cologne (business full texts)
3
EconStor
1
Showing
71
-
80
of
271
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
71
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
Saved in:
72
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:
73
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:
74
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:
75
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:
76
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
Saved in:
77
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:
78
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
Saved in:
79
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
Saved in:
80
Variable selection for portfolio choice
Aït-Sahalia, Yacine
;
Brandt, Michael W.
-
2001
Persistent link: https://www.econbiz.de/10001557208
Saved in:
First
Prev
4
5
6
7
8
9
10
11
12
13
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
