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subject:"Time series analysis"
~institution:"Rodney L. White Center for Financial Research"
~subject:"Interest rate"
~subject:"Volatility"
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Time series analysis
Interest rate
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Estimation theory
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Schätztheorie
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Brandt, Michael W.
3
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Rodney L. White Center for Financial Research
National Bureau of Economic Research
55
Ekonomiska forskningsinstitutet <Stockholm>
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
18
European University Institute / Department of Economics
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Center for Economic Research <Tilburg>
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International Symposium in Economic Theory and Econometrics <5, 1988, Durham, NC>
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Suntory-Toyota International Centre for Economics and Related Disciplines
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Australian National University / Faculty of Economics and Commerce
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Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>
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Department of Agricultural Economics, Cornell University Agricultural Experiment Station
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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
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