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subject:"Börsenkurs"
subject:"Estimation"
~person:"Brandt, Michael W."
~person:"Su, Liangjun"
~subject:"Volatility"
~type_genre:"Non-commercial literature"
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Börsenkurs
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Estimation theory
17
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Brandt, Michael W.
Su, Liangjun
Linton, Oliver
26
Gao, Jiti
23
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18
Marcellino, Massimiliano
18
Pesaran, M. Hashem
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Cai, Zongwu
17
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Berg, Gerard J. van den
9
Kitagawa, Toru
9
Lechner, Michael
9
Lütkepohl, Helmut
9
Swanson, Norman R.
9
Weidner, Martin
9
Card, David E.
8
Croux, Christophe
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Diebold, Francis X.
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Fang, Ying
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Fernández-Villaverde, Jesús
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Gouriéroux, Christian
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Hafner, Christian M.
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Huber, Florian
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Lee, David S.
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Pei, Zhuan
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Schorfheide, Frank
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Sibbertsen, Philipp
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Zaffaroni, Paolo
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Giraitis, Liudas
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Lewbel, Arthur
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Nielsen, Morten Ørregaard
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1
A functional-coefficient VAR model for dynamic quantiles and its application to constructing nonparametric financial network
Cai, Zongwu
;
Liu, Xiyuan
;
Su, Liangjun
-
2024
Persistent link: https://www.econbiz.de/10014521096
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
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