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subject:"Estimation"
~institution:"Rodney L. White Center for Financial Research"
~subject:"Stochastic process"
~subject:"VAR model"
~subject:"Zeitreihenanalyse"
~type_genre:"Graue Literatur"
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Estimation
Stochastic process
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Zeitreihenanalyse
Estimation theory
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Maximum likelihood estimation
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Brandt, Michael W.
1
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Santa-Clara, Pedro
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Rodney L. White Center for Financial Research
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
36
Ekonomiska forskningsinstitutet <Stockholm>
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Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011289
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2
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011410
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