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person:"Bollerslev, Tim"
subject:"Volatility"
~person:"Robert, Christian P."
~subject:"Share price"
~subject:"Theory"
~subject:"Zeitreihenanalyse"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Volatility
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Zeitreihenanalyse
Estimation theory
29
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21
Bayes-Statistik
9
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9
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7
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Bollerslev, Tim
Robert, Christian P.
Härdle, Wolfgang
61
Phillips, Peter C. B.
41
Pesaran, M. Hashem
37
Gao, Jiti
36
Franses, Philip Hans
32
Koopman, Siem Jan
32
Gouriéroux, Christian
31
Swanson, Norman R.
28
Johansen, Søren
25
Lütkepohl, Helmut
25
Linton, Oliver
24
Nielsen, Morten Ørregaard
24
Imbens, Guido
23
Lucas, André
23
Maravall Herrero, Agustín
23
Teräsvirta, Timo
23
Brännäs, Kurt
22
Sibbertsen, Philipp
21
Kapetanios, George
19
Kohn, Robert
19
McAleer, Michael
19
Spokojnyj, Vladimir G.
19
Heckman, James J.
18
Kleibergen, Frank
18
Stahlecker, Peter
18
Monfort, Alain
17
Breitung, Jörg
16
Diebold, Francis X.
16
Koop, Gary
16
Zakoïan, Jean-Michel
16
Croux, Christophe
15
Giles, David E. A.
15
Sentana, Enrique
15
Sheather, Simon J.
15
Angrist, Joshua D.
14
Feng, Yuanhua
14
Fiorentini, Gabriele
14
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13
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17
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12
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2
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ECONIS (ZBW)
22
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1
Auxiliary likelihood-based approximate Bayesian computation in state space models
Martin, Gael M.
;
McCabe, Brendon P. M.
;
Frazier, David T.
; …
-
2016
Persistent link: https://www.econbiz.de/10011781699
Saved in:
2
High frequency data, frequency domain inference and volatility forecasting
Wright, Jonathan H.
;
Bollerslev, Tim
-
1999
Persistent link: https://www.econbiz.de/10001433207
Saved in:
3
Mixture models, latent variables and partitioned importance sampling
Casella, George
;
Robert, Christian P.
;
Wells, Martin T.
-
2000
Persistent link: https://www.econbiz.de/10001470588
Saved in:
4
MCMC control spreadsheets for exponentiel mixture estimation
Gruet, Marie-Anne
;
Philippe, Anne
;
Robert, Christian P.
-
1998
Persistent link: https://www.econbiz.de/10000984187
Saved in:
5
The simulated likelihood ratio (SLR) method
Billio, Monica
;
Monfort, Alain
;
Robert, Christian P.
-
1998
Persistent link: https://www.econbiz.de/10000986955
Saved in:
6
Riemann sums for MCMC estimation and convergence monitoring
Philippe, Anne
;
Robert, Christian P.
-
1998
Persistent link: https://www.econbiz.de/10000997342
Saved in:
7
Estimation of quadratic functions : noninformative priors for non-centrality parameters
Berger, James O.
;
Philippe, Anne
;
Robert, Christian P.
-
1996
Persistent link: https://www.econbiz.de/10000936720
Saved in:
8
Reparameterisation strategies for hidden Markov models and Bayesian approaches to maximum likelihood estimation
Robert, Christian P.
;
Titterington, David M.
-
1996
Persistent link: https://www.econbiz.de/10000936747
Saved in:
9
Post-processing accept-reject samples : recycling and rescaling
Casella, George
;
Robert, Christian P.
-
1996
Persistent link: https://www.econbiz.de/10000936748
Saved in:
10
Estimation of a non-centrality parameter under Stein type like losses
Fourdrinier, Dominique
;
Philippe, Anne
;
Robert, Christian P.
-
1996
Persistent link: https://www.econbiz.de/10000952885
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