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subject:"Schätztheorie"
~person:"Brandt, Michael W."
~person:"Robinson, Peter M."
~type_genre:"Arbeitspapier"
~type_genre:"Forschungsbericht"
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Schätztheorie
Theorie
66
Theory
66
Estimation theory
21
Time series analysis
21
Zeitreihenanalyse
21
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Volatility
12
Volatilität
12
Stochastic process
10
Stochastischer Prozess
10
Capital income
8
Cointegration
8
Exchange rate
8
Kapitaleinkommen
8
Kointegration
8
Portfolio selection
8
Portfolio-Management
8
USA
8
United States
8
Wechselkurs
8
Estimation
6
Schätzung
6
Correlation
4
Korrelation
4
Dynamische Wirtschaftstheorie
3
Economic dynamics
3
Erwartungsnutzen
3
Expected utility
3
Forecasting model
3
Incomplete market
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Prognoseverfahren
3
Regression analysis
3
Regressionsanalyse
3
Unvollkommener Markt
3
1997-2011
2
Autocorrelation
2
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Free
6
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21
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Arbeitspapier
Forschungsbericht
Working Paper
21
Graue Literatur
20
Non-commercial literature
20
Article in journal
19
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2
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1
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English
21
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Brandt, Michael W.
Robinson, Peter M.
Härdle, Wolfgang
56
Pesaran, M. Hashem
32
Franses, Philip Hans
29
Maravall Herrero, Agustín
24
Swanson, Norman R.
24
Gouriéroux, Christian
22
Imbens, Guido
22
Phillips, Peter C. B.
22
Kohn, Robert
19
Heckman, James J.
18
Stahlecker, Peter
18
Robert, Christian P.
17
Spokojnyj, Vladimir G.
17
Kleibergen, Frank
16
McAleer, Michael
16
Diebold, Francis X.
15
Giles, David E. A.
15
Sheather, Simon J.
15
Angrist, Joshua D.
14
Zakoïan, Jean-Michel
14
Giles, Judith A.
13
Newey, Whitney K.
13
Andrews, Donald W. K.
12
Arnold, Bernhard
12
Francq, Christian
12
Guégan, Dominique
12
Huschens, Stefan
12
Scaillet, Olivier
12
Abberger, Klaus
11
Bera, Anil K.
11
Breitung, Jörg
11
Brännäs, Kurt
11
Dufour, Jean-Marie
11
Feng, Yuanhua
11
Mammen, Enno
11
Vella, Francis
11
Gómez, Víctor
10
Kilian, Lutz
10
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Rodney L. White Center for Financial Research
4
The Wharton Financial Institutions Center
1
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
10
Suntory and Toyota International Centres for Economics and Related Disciplines
7
Working papers / Rodney L. White Center for Financial Research
4
Working paper / National Bureau of Economic Research, Inc.
2
CFS working paper series
1
Discussion paper series / LSE Financial Markets Group
1
Financial Institutions Center
1
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ECONIS (ZBW)
21
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A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
;
Diebold, Francis X.
-
2003
Persistent link: https://www.econbiz.de/10001756564
Saved in:
2
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2002
Persistent link: https://www.econbiz.de/10003349886
Saved in:
3
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
-
2001
Persistent link: https://www.econbiz.de/10001606888
Saved in:
4
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:
5
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:
6
Range-based estimation of stochastic volatility models or exchange rate dynamics are more interesting than you think
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
-
2000
Persistent link: https://www.econbiz.de/10001477772
Saved in:
7
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/10001785523
Saved in:
8
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:
9
Finite sample improvements in statistical inference with I(1) processes
Marinucci, Domenico
;
Robinson, Peter M.
-
2001
Persistent link: https://www.econbiz.de/10001600245
Saved in:
10
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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