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person:"Bollerslev, Tim"
subject:"Volatility"
~person:"Francq, Christian"
~person:"Lucas, André"
~person:"Nelson, Daniel B."
~subject:"Maximum likelihood estimation"
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Volatility
Maximum likelihood estimation
Estimation theory
144
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Bollerslev, Tim
Francq, Christian
Lucas, André
Nelson, Daniel B.
Koopman, Siem Jan
33
Lee, Lung-fei
20
Todorov, Viktor
19
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18
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14
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ECONIS (ZBW)
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41
Continuous record asymptotics for rolling sample variance estimators
Foster, Dean P.
;
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10000934888
Saved in:
42
Continuous record asymptotics for rolling sample variance estimators
Foster, Dean P.
;
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10000899212
Saved in:
43
A note on the normalized residuals from ARCH and stochastic volatility models
Nelson, Daniel B.
-
1990
-
Rev
Persistent link: https://www.econbiz.de/10000809491
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