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subject:"Volatilität"
type_genre:"Working Paper"
~institution:"National Bureau of Economic Research inc."
~institution:"Rodney L. White Center for Financial Research"
~subject:"Monte Carlo simulation"
~subject:"USA"
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Search: subject_exact:"Estimation theory"
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Volatilität
Monte Carlo simulation
USA
Estimation theory
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Schätztheorie
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Exchange rate
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Volatility
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Brandt, Michael W.
3
Alizadeh, Sassan
2
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Kadlec, Gregory B.
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Rodney L. White Center for Financial Research
National Bureau of Economic Research
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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:
4
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011410
Saved in:
5
Monte Carlo for robust regression : the swindle unmasked
Holland, Paul W.
-
1973
Persistent link: https://www.econbiz.de/10002858094
Saved in:
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