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person:"Polasek, Wolfgang"
~person:"Yu, Jun"
~subject:"Volatilität"
~subject:"Zinsderivat"
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Search: subject_exact:"Maximum-Likelihood-Methode"
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Volatilität
Zinsderivat
Maximum likelihood estimation
21
Maximum-Likelihood-Schätzung
21
Theorie
9
Theory
9
Estimation theory
6
Schätztheorie
6
Stochastic process
6
Stochastischer Prozess
6
Time series analysis
5
Zeitreihenanalyse
5
Bayes-Statistik
4
Gravitationsmodell
4
Güter
4
Räumliche Interaktion
4
Österreich
4
Austria
3
Bayesian inference
3
Bias
3
Goods
3
Gravity model
3
Interest rate derivative
3
Multivariate Analyse
3
Option pricing theory
3
Optionspreistheorie
3
Resampling
3
Resampling method
3
Sensitivitätsanalyse
3
Spatial interaction
3
Systematischer Fehler
3
Varianzanalyse
3
Volatility
3
Yield curve
3
Zinsstruktur
3
ARMA model
2
ARMA-Modell
2
Analysis of variance
2
Bayes-Verfahren
2
Distribution <Physische Distribution>
2
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3
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3
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Language
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English
6
Author
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Polasek, Wolfgang
Yu, Jun
Koopman, Siem Jan
14
Bodenstein, Martin
6
Guerrieri, Luca
6
Liesenfeld, Roman
6
Scharth, Marcel
6
Brandt, Michael W.
5
Phillips, Peter C. B.
5
Santa-Clara, Pedro
5
Richard, Jean-François
4
Asai, Manabu
3
Aït-Sahalia, Yacine
3
Chib, Siddhartha
3
Erceg, Christopher J.
3
Jungbacker, Borus
3
Kim, Donggyu
3
Kimmel, Robert
3
Lucas, André
3
Malik, Sheheryar
3
Nakajima, Jouchi
3
Omori, Yasuhiro
3
Pitt, Michael K.
3
Shephard, Neil G.
3
Wang, Yazhen
3
Ait-Sahalia, Yacine
2
Cassola, Nuno
2
Chang, Chia-Lin
2
Duan, Jin-Chuan
2
Durham, Garland B.
2
Gust, Christopher J.
2
Hafner, Christian M.
2
Hotta, Luiz K.
2
Hurn, Stan
2
Li, Minqiang
2
Lucas, Andre
2
Luís, Jorge Barros
2
McAleer, Michael
2
McClelland, Andrew
2
Moraux, Franck
2
Navatte, Patrick
2
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Cowles Foundation discussion paper
2
Journal of econometrics
2
The review of financial studies
1
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
1
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ECONIS (ZBW)
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A two-stage realized volatility approach to the estimation for diffusion processes from discrete observations
Phillips, Peter C. B.
;
Yu, Jun
-
2005
Persistent link: https://www.econbiz.de/10003000713
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2
Jackknifing bond option prices
Phillips, Peter C. B.
;
Yu, Jun
-
2003
Persistent link: https://www.econbiz.de/10001735077
Saved in:
3
Jackknifing bond option prices
Phillips, Peter C. B.
;
Yu, Jun
-
2002
Persistent link: https://www.econbiz.de/10001727120
Saved in:
4
A two-stage realized volatility approach to estimation of diffusion processes with discrete data
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 139-150
Persistent link: https://www.econbiz.de/10003858462
Saved in:
5
On leverage in a stochastic volatility model
Yu, Jun
- In:
Journal of econometrics
127
(
2005
)
2
,
pp. 165-178
Persistent link: https://www.econbiz.de/10002905096
Saved in:
6
Jackknifing bond option prices
Phillips, Peter C. B.
;
Yu, Jun
- In:
The review of financial studies
18
(
2005
)
2
,
pp. 707-742
Persistent link: https://www.econbiz.de/10002882119
Saved in:
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