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institution:"Rodney L. White Center for Financial Research"
subject:"Share price"
~institution:"University of Chicago / Graduate School of Business"
~subject:"Schätzung"
~subject:"United States"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Schätzung
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Estimation theory
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Brandt, Michael W.
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Rodney L. White Center for Financial Research
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73
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10
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10
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>
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ECONIS (ZBW)
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1
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002001001
Saved in:
2
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004134
Saved in:
3
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011289
Saved in:
4
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011410
Saved in:
5
Models and priors for multivariate stochastic volatility
Jacquier, Eric
;
Polson, Nicholas G.
;
Rossi, Peter E.
-
1995
-
Rev
Persistent link: https://www.econbiz.de/10000925647
Saved in:
6
Coordinate space vs. index space representations as estimation methods : an application to how macro activity affects the US income distribution
Ryu, Hang-keun
;
Slottje, Daniel Jonathan
-
1993
Persistent link: https://www.econbiz.de/10000899479
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