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subject:"Großbritannien"
subject:"Wechselkurs"
~institution:"Rodney L. White Center for Financial Research"
~subject:"Investmentfonds"
~subject:"Panel"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Wechselkurs
Investmentfonds
Panel
Stochastischer Prozess
Estimation theory
5
Schätztheorie
5
Theorie
5
Theory
5
Exchange rate
3
Volatility
3
Volatilität
3
Capital income
2
Estimation
2
Kapitaleinkommen
2
Schätzung
2
USA
2
United States
2
Börsenkurs
1
CAPM
1
Correlation
1
Deutschland
1
Germany
1
Incomplete market
1
Interest rate
1
Investment Fund
1
Korrelation
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Share price
1
Stochastic process
1
United Kingdom
1
Unvollkommener Markt
1
Zins
1
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Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
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English
4
Author
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Brandt, Michael W.
3
Alizadeh, Sassan
2
Diebold, Francis X.
2
Kadlec, Gregory B.
2
Pástor, Ľuboš
1
Santa-Clara, Pedro
1
Stambaugh, Robert F.
1
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Institution
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Rodney L. White Center for Financial Research
National Bureau of Economic Research
30
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
14
Birkbeck College / Department of Economics
4
Centre for Quantitative Economics & Computing
4
Federal Reserve System / Division of Research and Statistics
3
Centre for Microdata Methods and Practice <London>
2
Nationalekonomiska Institutionen <Lund>
2
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
2
State University of New York at Albany / Department of Economics
2
University of Cambridge / Department of Applied Economics
2
University of Exeter / Department of Economics
2
University of York / Department of Economics and Related Studies
2
Amsterdams Instituut voor ArbeidsStudies
1
Bank of England / Economics Division
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Center for Economic Analysis of Human Behavior and Social Institutions, National Bureau of Economic Research, inc.
1
Center for Economic Research <Tilburg>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Deutsche Forschungsgemeinschaft
1
European University Institute / Department of Economics
1
European University Institute / Department of Law
1
Federal Reserve Bank of Cleveland
1
Federal Reserve System / Board of Governors
1
Forschungsinstitut zur Zukunft der Arbeit
1
IGI Global
1
Institute for International Economics <Washington, DC>
1
International Centre for Economics and Related Disciplines <London>
1
Internationaler Währungsfonds / Policy Development and Review Department
1
Konjunkturinstitutet <Stockholm>
1
McMaster University / Department of Economics
1
Public Sector Economics Research Centre <Leicester>
1
Robert Schuman Centre for Advanced Studies
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
1
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
Symposium on Operations Research <24, 1999, Magdeburg>
1
Umeå universitet
1
Universitetet i Oslo / Økonomisk institutt
1
University / Department of Applied Economics
1
University of Cambridge / Faculty of Economics
1
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Working papers / Rodney L. White Center for Financial Research
4
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ECONIS (ZBW)
4
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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
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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