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Estimating Portfolio and Consu...
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ECONIS (ZBW)
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1
Estimating portfolio and consumption choice : a conditional Euler equations approach
Brandt, Michael W.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
5
,
pp. 1609-1645
Persistent link: https://www.econbiz.de/10001430862
Saved in:
2
Hedging demands in hedging contingent claims
Brandt, Michael W.
- In:
The review of economics and statistics
85
(
2003
)
1
,
pp. 119-140
Persistent link: https://www.econbiz.de/10001739939
Saved in:
3
Portfolio choice problems
Brandt, Michael W.
-
2010
Persistent link: https://www.econbiz.de/10003900658
Saved in:
4
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:
5
International risk sharing is better than you think : (or exchange rates are much too smooth)
Brandt, Michael W.
;
Cochrane, John H.
;
Santa-Clara, Pedro
-
2001
Persistent link: https://www.econbiz.de/10001599163
Saved in:
6
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:
7
Variable selection for portfolio choice
Aït-Sahalia, Yacine
;
Brandt, Michael W.
-
2001
Persistent link: https://www.econbiz.de/10001557208
Saved in:
8
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
-
2001
Persistent link: https://www.econbiz.de/10001561834
Saved in:
9
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:
10
Time-varying risk aversion and unexpected inflation
Brandt, Michael W.
;
Wang, Kevin Q.
- In:
Journal of monetary economics
50
(
2003
)
7
,
pp. 1457-1498
Persistent link: https://www.econbiz.de/10001817498
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