2002
Range‐Based Estimation of Stochastic Volatility Models
Sassan Alizadeh, Michael W. Brandt, Francis X. Diebold
The Journal of Finance OATop-listed
1.2k
cites
Researcher
Michael W. Brandt is a Finance scholar at National Bureau of Economic Research. Research spans Financial Markets and Investment Strategies, Stochastic processes and financial applications. 114 works, 11k citations (h-index 42).
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Affiliation on publications · National Bureau of Economic Research
Sassan Alizadeh, Michael W. Brandt, Francis X. Diebold
The Journal of Finance OATop-listed
Alessandro Beber, Michael W. Brandt, Kenneth A. Kavajecz
Review of Financial Studies OATop-listed
Michael W. Brandt, Qiang Kang
Journal of Financial EconomicsTop-listed