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subject:"Germany"
~institution:"Rodney L. White Center for Financial Research"
~subject:"USA"
~subject:"Zins"
~type_genre:"Working Paper"
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Zins
Estimation theory
5
Schätztheorie
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Exchange rate
3
Volatility
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Volatilität
3
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Deutschland
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Incomplete market
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Maximum likelihood estimation
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Brandt, Michael W.
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Pástor, Ľuboš
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Santa-Clara, Pedro
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Stambaugh, Robert F.
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Rodney L. White Center for Financial Research
National Bureau of Economic Research
8
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
Institut für Weltwirtschaft
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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Ekonomiska forskningsinstitutet <Stockholm>
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Institut für Industriebetriebsforschung <Hamburg>
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European University Institute / Department of Law
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Federal Reserve Bank of Cleveland
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Federal Reserve Bank of San Francisco
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Forschungsinstitut zur Zukunft der Arbeit
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Goethe-Universität Frankfurt am Main
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University of Chicago / Center for Research in Security Prices
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University of New England / Department of Econometrics
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University of Wisconsin-Madison
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Universität Augsburg / Institut für Volkswirtschaftslehre
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Universität zu Köln / Seminar für Wirtschafts- und Sozialstatistik
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Université de Montréal / Département de sciences économiques
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Universiṭat Bar-Ilan / Department of Economics
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Working papers / Rodney L. White Center for Financial Research
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ECONIS (ZBW)
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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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2
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011410
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