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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Brandt, Michael W."
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Brandt, Michael W.
Campbell, John Y.
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Journal of empirical finance
Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
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Consumption and portfolio choice with option-implied state prices
Aït-Sahalia, Yacine
;
Brandt, Michael W.
-
2008
Persistent link: https://www.econbiz.de/10003680553
Saved in:
2
A simulation approach to dynamic portfolio choice with an application to learning about return predictability
Brandt, Michael W.
;
Goyal, Amit
;
Santa-Clara, Pedro
; …
-
2004
Persistent link: https://www.econbiz.de/10002485076
Saved in:
3
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
;
Diebold, Francis X.
-
2003
Persistent link: https://www.econbiz.de/10001756564
Saved in:
4
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
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