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Michael Brandt

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This is information that was supplied by Michael Brandt in registering through RePEc. If you are Michael Brandt , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Michael
Middle Name:
Last Name: Brandt
Suffix:

RePEc Short-ID: pbr2

Email:
Homepage: http://brandt.wharton.upenn.edu
Postal Address:
Phone:

Affiliation

Finance Department
Wharton School
University of Pennsylvania
Location: Philadelphia, Pennsylvania (United States)
Homepage: http://finance.wharton.upenn.edu/
Email:
Phone: 215.898.7622
Fax: 215.898.6200
Postal: 2300 Steinberg Hall - Dietrich Hall, 3620 Locust Walk, Philadelphia, PA 19104-6367
Handle: RePEc:edi:fdupaus (more details at EDIRC)

Works

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Working papers

  1. Sassan Alizadeh & Michael W. Brandt & Francis X. Diebold, 1999. "Range-Based Estimation of Stochastic Volatility Models or Exchange Rate Dynamics are More Interesting Than You Think," Center for Financial Institutions Working Papers 00-28, Wharton School Center for Financial Institutions, University of Pennsylvania.

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Corrections

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