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subject:"Großbritannien"
subject:"Wechselkurs"
~institution:"Rodney L. White Center for Financial Research"
~subject:"Exchange rate"
~subject:"Germany"
~subject:"Panel"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Wechselkurs
Exchange rate
Germany
Panel
Estimation theory
5
Schätztheorie
5
Theorie
5
Theory
5
Volatility
3
Volatilität
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Estimation
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Maximum likelihood estimation
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English
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Brandt, Michael W.
3
Alizadeh, Sassan
2
Diebold, Francis X.
2
Kadlec, Gregory B.
2
Santa-Clara, Pedro
1
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Rodney L. White Center for Financial Research
National Bureau of Economic Research
27
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
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5
Birkbeck College / Department of Economics
4
Centre for Quantitative Economics & Computing
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Institut für Industriebetriebsforschung <Hamburg>
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Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
2
Springer Fachmedien Wiesbaden
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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University of York / Department of Economics and Related Studies
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Carnegie Rochester Conference on Public Policy
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Deutsches Institut für Wirtschaftsforschung
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ECONIS (ZBW)
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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:
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