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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~isPartOf:"Econometric reviews"
~person:"Härdle, Wolfgang"
~person:"Koopman, Siem Jan"
~person:"Mykland, Per A."
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Volatility
Estimation theory
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Maximum likelihood estimation
2
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Bollerslev, Tim
Härdle, Wolfgang
Koopman, Siem Jan
Mykland, Per A.
Maasoumi, Esfandiar
3
Teräsvirta, Timo
3
McAleer, Michael
2
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Discussion paper series / LSE Financial Markets Group
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10
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9
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Handbook of financial time series
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Monte Carlo maximum likelihood estimation for generalized long-memory time series models
Mesters, G.
;
Koopman, Siem Jan
;
Ooms, Marius
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 659-687
Persistent link: https://www.econbiz.de/10011550112
Saved in:
2
Maximum likelihood estimation of stochastic volatility models
Sandmann, Gleb
;
Koopman, Siem Jan
-
1996
Persistent link: https://www.econbiz.de/10000953379
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