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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Computational economics"
~person:"Andreasen, Martin Møller"
~person:"Cagnone, Silvia"
~subject:"ARCH model"
~subject:"Stochastischer Prozess"
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Maximum likelihood estimation
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Andreasen, Martin Møller
Cagnone, Silvia
Boubaker, Heni
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Computational economics
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Adaptive quadrature for maximum likelihood estimation of a class of dynamic latent variable models
Cagnone, Silvia
;
Bartolucci, Francesco
- In:
Computational economics
49
(
2017
)
4
,
pp. 599-622
Persistent link: https://www.econbiz.de/10011762141
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2
How to maximize the likelihood function for a DSGE model
Andreasen, Martin Møller
- In:
Computational economics
35
(
2010
)
2
,
pp. 127-154
Persistent link: https://www.econbiz.de/10003947913
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