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subject:"Estimation"
subject:"Volatilität"
~subject:"Panel study"
~institution:"Rodney L. White Center for Financial Research"
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Estimation
Volatilität
Panel study
Estimation theory
5
Schätztheorie
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Exchange rate
3
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English
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Brandt, Michael W.
3
Alizadeh, Sassan
2
Diebold, Francis X.
2
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2
Pástor, Ľuboš
1
Santa-Clara, Pedro
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Rodney L. White Center for Financial Research
National Bureau of Economic Research
73
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
19
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"Econometrics of Complex Survey Data Theory and Applications" Conference <2017, Ottawa>
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Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>
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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
Saved in:
4
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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