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subject:"Deutschland"
type_genre:"Graue Literatur"
~person:"Brandt, Michael W."
~subject:"Volatilität"
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Deutschland
Volatilität
Estimation theory
9
Schätztheorie
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Theorie
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Theory
9
Exchange rate
6
Volatility
6
Wechselkurs
6
Capital income
3
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Kapitaleinkommen
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3
Estimation
2
Germany
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Großbritannien
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Incomplete market
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Brandt, Michael W.
Lechner, Michael
12
Härdle, Wolfgang
11
Koopman, Siem Jan
9
Diebold, Francis X.
8
Teräsvirta, Timo
7
Brecht, Beatrix
6
Leon-Gonzalez, Roberto
6
Lucas, André
6
Sibbertsen, Philipp
6
Spokojnyj, Vladimir G.
6
Wunsch, Conny
6
Bibinger, Markus
5
Croux, Christophe
5
Gouriéroux, Christian
5
Hafner, Christian M.
5
Huber, Martin
5
Linton, Oliver
5
Reiß, Markus
5
Rodriguez, Gabriel
5
Winkelmann, Rainer
5
Abberger, Klaus
4
Alizadeh, Sassan
4
Blasques, Francisco
4
Brecht, Leo
4
Breitung, Jörg
4
Camponovo, Lorenzo
4
Chan, Joshua
4
Craig, Ben R.
4
Daníelsson, Jón
4
Dijk, Dick van
4
Dustmann, Christian
4
Herwartz, Helmut
4
Keller, Joachim G.
4
León-González, Roberto
4
Lütkepohl, Helmut
4
Malec, Peter
4
Runde, Ralf
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Sentana, Enrique
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Silvennoinen, Annastiina
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ECONIS (ZBW)
6
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1
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:
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/10002001001
Saved in:
3
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:
4
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:
5
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:
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:
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