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isPartOf:"Discussion paper"
subject:"Statistische Methodenlehre"
~isPartOf:"CEMMAP working papers / Centre for Microdata Methods and Practice"
~isPartOf:"Journal of econometrics"
~person:"Koopman, Siem Jan"
~subject:"USA"
~subject:"Volatility"
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Statistische Methodenlehre
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Volatility
Estimation theory
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Consistency
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Koopman, Siem Jan
Todorov, Viktor
10
Tauchen, George Eugene
7
Andersen, Torben
6
Li, Jia
6
Kim, Donggyu
5
Li, Yingying
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Francq, Christian
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2
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Discussion paper
CEMMAP working papers / Centre for Microdata Methods and Practice
Journal of econometrics
Discussion paper / Tinbergen Institute
10
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1
Econometric reviews
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Handbook of financial time series
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Tinbergen Institute 14-010/IV/71
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Tinbergen Institute Discussion Paper 09-110/4
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Missing observations in observation-driven time series models
Blasques, F.
;
Gorgi, P.
;
Koopman, Siem Jan
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 542-568
Persistent link: https://www.econbiz.de/10012619249
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2
Estimation of stochastic volatility models via Monte Carlo maximum likelihood
Sandmann, Gleb
- In:
Journal of econometrics
87
(
1998
)
2
,
pp. 271-301
Persistent link: https://www.econbiz.de/10001246644
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