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subject:"Time series analysis"
~institution:"Rodney L. White Center for Financial Research"
~subject:"Schätzung"
~subject:"Theory"
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Search: subject_exact:"Estimation theory"
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Time series analysis
Schätzung
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Estimation theory
5
Schätztheorie
5
Theorie
5
Exchange rate
3
Volatility
3
Volatilität
3
Wechselkurs
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2
Estimation
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USA
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Maximum likelihood estimation
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English
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Brandt, Michael W.
4
Diebold, Francis X.
3
Alizadeh, Sassan
2
Kadlec, Gregory B.
2
Pástor, Ľuboš
1
Santa-Clara, Pedro
1
Stambaugh, Robert F.
1
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Rodney L. White Center for Financial Research
National Bureau of Economic Research
104
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
36
Ekonomiska forskningsinstitutet <Stockholm>
33
Umeå universitet
24
European University Institute / Department of Economics
23
University of New England / Department of Econometrics
19
Center for Economic Research <Tilburg>
17
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
11
Birkbeck College / Department of Economics
10
Centre for Quantitative Economics & Computing
10
International Energy Agency
10
OECD
10
University of Exeter / Department of Economics
10
Universität Basel / Institut für Statistik und Ökonometrie
10
Federal Reserve System / Division of Research and Statistics
9
Forschungsinstitut zur Zukunft der Arbeit
9
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
9
Centre for Analytical Finance <Århus>
7
Umeå Universitet / Institutionen för Nationalekonomi
7
Centre for Microdata Methods and Practice <London>
6
Universitetet i Oslo / Økonomisk institutt
6
Banque de France / Direction des Etudes Economiques et de la Recherche
5
Deutsche Forschungsgemeinschaft
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
Organisation for Economic Co-operation and Development
5
Rutgers University / Department of Economics
5
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
5
State University of New York at Albany / Department of Economics
5
Universität Mannheim / Institut für Volkswirtschaft und Statistik
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Chambre de commerce et d'industrie de Paris
4
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
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Institut für Weltwirtschaft
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Johns Hopkins University / Department of Economics
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Københavns Universitet / Økonomisk Institut
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London School of Economics and Political Science
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University of Warwick / Department of Economics
4
Australian National University / Faculty of Economics
3
Australian National University / Faculty of Economics and Commerce
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Working papers / Rodney L. White Center for Financial Research
5
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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
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002023808
Saved in:
4
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:
5
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011410
Saved in:
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