High- and low-frequency exchange rate volatility dynamics: range-based estimation of stochastic volatility models
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge, Mass.
National Bureau of Economic Research
2001
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| Schriftenreihe: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
8162 |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | 40, [23] S. graph. Darst. |
Internformat
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Datensatz im Suchindex
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| id | DE-604.BV023589857 |
| illustrated | Illustrated |
| index_date | 2024-07-02T22:41:25Z |
| indexdate | 2024-07-09T21:25:07Z |
| institution | BVB |
| language | English |
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| publishDate | 2001 |
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| series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| spelling | Alizadeh, Sassan Verfasser (DE-588)131829556 aut High- and low-frequency exchange rate volatility dynamics range-based estimation of stochastic volatility models Sassan Alizadeh ; Michael W. Brandt ; Francis X. Diebold Cambridge, Mass. National Bureau of Economic Research 2001 40, [23] S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 8162 Ökonometrisches Modell Estimation theory Foreign exchange rates Econometric models Brandt, Michael W. Verfasser (DE-588)128773073 aut Diebold, Francis X. 1959- Verfasser (DE-588)123909104 aut Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 8162 (DE-604)BV002801238 8162 http://papers.nber.org/papers/w8162.pdf kostenfrei Volltext |
| spellingShingle | Alizadeh, Sassan Brandt, Michael W. Diebold, Francis X. 1959- High- and low-frequency exchange rate volatility dynamics range-based estimation of stochastic volatility models National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Ökonometrisches Modell Estimation theory Foreign exchange rates Econometric models |
| title | High- and low-frequency exchange rate volatility dynamics range-based estimation of stochastic volatility models |
| title_auth | High- and low-frequency exchange rate volatility dynamics range-based estimation of stochastic volatility models |
| title_exact_search | High- and low-frequency exchange rate volatility dynamics range-based estimation of stochastic volatility models |
| title_exact_search_txtP | High- and low-frequency exchange rate volatility dynamics range-based estimation of stochastic volatility models |
| title_full | High- and low-frequency exchange rate volatility dynamics range-based estimation of stochastic volatility models Sassan Alizadeh ; Michael W. Brandt ; Francis X. Diebold |
| title_fullStr | High- and low-frequency exchange rate volatility dynamics range-based estimation of stochastic volatility models Sassan Alizadeh ; Michael W. Brandt ; Francis X. Diebold |
| title_full_unstemmed | High- and low-frequency exchange rate volatility dynamics range-based estimation of stochastic volatility models Sassan Alizadeh ; Michael W. Brandt ; Francis X. Diebold |
| title_short | High- and low-frequency exchange rate volatility dynamics |
| title_sort | high and low frequency exchange rate volatility dynamics range based estimation of stochastic volatility models |
| title_sub | range-based estimation of stochastic volatility models |
| topic | Ökonometrisches Modell Estimation theory Foreign exchange rates Econometric models |
| topic_facet | Ökonometrisches Modell Estimation theory Foreign exchange rates Econometric models |
| url | http://papers.nber.org/papers/w8162.pdf |
| volume_link | (DE-604)BV002801238 |
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