High- and low frequency exchange rate volatility dynamics: ranged based estimation of stochastic volatility models
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge, Mass.
2001
|
| Schriftenreihe: | Working paper series / National Bureau of Economic Research
8162 |
| Beschreibung: | 40, [24] S. graph. Darst |
Internformat
MARC
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| 100 | 1 | |a Alizadeh, Sassan |e Verfasser |0 (DE-588)131829556 |4 aut | |
| 245 | 1 | 0 | |a High- and low frequency exchange rate volatility dynamics |b ranged based estimation of stochastic volatility models |c Sassan Alizadeh ; Michael W. Brandt ; Francis X. Diebold |
| 264 | 1 | |a Cambridge, Mass. |c 2001 | |
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| 700 | 1 | |a Brandt, Michael W. |e Verfasser |0 (DE-588)128773073 |4 aut | |
| 700 | 1 | |a Diebold, Francis X. |e Verfasser |4 aut | |
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Datensatz im Suchindex
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| any_adam_object | |
| author | Alizadeh, Sassan Brandt, Michael W. Diebold, Francis X. |
| author_GND | (DE-588)131829556 (DE-588)128773073 |
| author_facet | Alizadeh, Sassan Brandt, Michael W. Diebold, Francis X. |
| author_role | aut aut aut |
| author_sort | Alizadeh, Sassan |
| author_variant | s a sa m w b mw mwb f x d fx fxd |
| building | Verbundindex |
| bvnumber | BV026944462 |
| ctrlnum | (OCoLC)247962696 (DE-599)BVBBV026944462 |
| format | Book |
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| id | DE-604.BV026944462 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T23:02:59Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-021605590 |
| oclc_num | 247962696 |
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| owner | DE-188 |
| owner_facet | DE-188 |
| physical | 40, [24] S. graph. Darst |
| publishDate | 2001 |
| publishDateSearch | 2001 |
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| series2 | Working paper series / National Bureau of Economic Research |
| spelling | Alizadeh, Sassan Verfasser (DE-588)131829556 aut High- and low frequency exchange rate volatility dynamics ranged based estimation of stochastic volatility models Sassan Alizadeh ; Michael W. Brandt ; Francis X. Diebold Cambridge, Mass. 2001 40, [24] S. graph. Darst txt rdacontent n rdamedia nc rdacarrier Working paper series / National Bureau of Economic Research 8162 Brandt, Michael W. Verfasser (DE-588)128773073 aut Diebold, Francis X. Verfasser aut National Bureau of Economic Research Working paper series 8162 (DE-604)BV002801238 8162 |
| spellingShingle | Alizadeh, Sassan Brandt, Michael W. Diebold, Francis X. High- and low frequency exchange rate volatility dynamics ranged based estimation of stochastic volatility models |
| title | High- and low frequency exchange rate volatility dynamics ranged based estimation of stochastic volatility models |
| title_auth | High- and low frequency exchange rate volatility dynamics ranged based estimation of stochastic volatility models |
| title_exact_search | High- and low frequency exchange rate volatility dynamics ranged based estimation of stochastic volatility models |
| title_full | High- and low frequency exchange rate volatility dynamics ranged based estimation of stochastic volatility models Sassan Alizadeh ; Michael W. Brandt ; Francis X. Diebold |
| title_fullStr | High- and low frequency exchange rate volatility dynamics ranged 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 ranged 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 ranged based estimation of stochastic volatility models |
| title_sub | ranged based estimation of stochastic volatility models |
| volume_link | (DE-604)BV002801238 |
| work_keys_str_mv | AT alizadehsassan highandlowfrequencyexchangeratevolatilitydynamicsrangedbasedestimationofstochasticvolatilitymodels AT brandtmichaelw highandlowfrequencyexchangeratevolatilitydynamicsrangedbasedestimationofstochasticvolatilitymodels AT dieboldfrancisx highandlowfrequencyexchangeratevolatilitydynamicsrangedbasedestimationofstochasticvolatilitymodels |