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subject:"Estimation theory"
subject:"Schätzung"
~person:"Liesenfeld, Roman"
~subject:"Mathematische Optimierung"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference proceedings"
~type_genre:"Thesis"
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Estimation theory
Schätzung
Mathematische Optimierung
Theorie
16
Theory
16
Estimation
9
Börsenkurs
7
Share price
7
Volatility
7
Volatilität
7
Deutschland
6
Germany
6
Aktienmarkt
5
Stock market
5
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Monte Carlo simulation
3
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3
Sampling
3
Stichprobenerhebung
3
Stochastic process
3
Stochastischer Prozess
3
Time series analysis
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United States
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Article
6
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Aufsatz in Zeitschrift
Conference proceedings
Thesis
Graue Literatur
17
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17
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14
Working Paper
14
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English
10
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Liesenfeld, Roman
Phillips, Peter C. B.
41
Gendreau, Michel
39
Bertsimas, Dimitris
38
Escudero, Laureano F.
35
Gil-Alaña, Luis A.
33
Laporte, Gilbert
33
Caporale, Guglielmo Maria
32
Dolgui, Alexandre
32
Goerigk, Marc
32
Lodi, Andrea
32
Puerto, Justo
32
Andrews, Donald W. K.
31
McAleer, Michael
31
Pardalos, Panos M.
31
Pesaran, M. Hashem
30
Kumbhakar, Subal
29
Drezner, Zvi
28
Newey, Whitney K.
28
Li, Qi
27
Serletis, Apostolos
27
Baltagi, Badi H.
26
Figueira, José Rui
25
Hertog, Dirk den
25
Ullah, Aman
25
Desaulniers, Guy
24
Speranza, Maria Grazia
24
Hao, Jin-Kao
23
Letchford, Adam N.
23
Bahmani-Oskooee, Mohsen
22
Ghysels, Eric
22
Gouriéroux, Christian
22
Gupta, Rangan
22
Lee, Lung-fei
22
Ljubić, Ivana
22
Morabito, Reinaldo
22
Ahmed, Shabbir
21
Iori, Manuel
21
Ohtani, Kazuhiro
21
Poss, Michael
21
Chu, Chengbin
20
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Published in...
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European financial management : the journal of the European Financial Management Association
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Source
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ECONIS (ZBW)
10
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1
Model identification in Bayesian analysis of static and dynamic factor models
Pape, Markus
-
2015
Persistent link: https://www.econbiz.de/10010513818
Saved in:
2
The conditional autoregressive Wishart model for multivariate stock market volatility
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Liesenfeld, Roman
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 211-223
Persistent link: https://www.econbiz.de/10009551424
Saved in:
3
Modeling and forecasting of multivariate stock market volatility
Gribisch, Bastian
-
2012
Persistent link: https://www.econbiz.de/10009714192
Saved in:
4
Efficient importance sampling in applied econometrics
Moura, Guilherme Valle
-
2009
Persistent link: https://www.econbiz.de/10003963709
Saved in:
5
An empirical analysis of current account data
Aßmann, Christian
-
2009
Persistent link: https://www.econbiz.de/10003806423
Saved in:
6
Modelling financial transaction price movements : a dynamic integer count data model
Liesenfeld, Roman
;
Nolte, Ingmar
;
Pohlmeier, Winfried
- In:
Empirical economics : a journal of the Institute for …
30
(
2005
)
4
,
pp. 795-825
Persistent link: https://www.econbiz.de/10003233759
Saved in:
7
Estimating time series models for count data using efficient importance sampling
Jung, Robert
;
Liesenfeld, Roman
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
85
(
2001
)
4
,
pp. 387-407
Persistent link: https://www.econbiz.de/10001627138
Saved in:
8
Stochastic volatility models : conditional normality versus heavy-tailed distributions
Liesenfeld, Roman
;
Jung, Robert
- In:
Journal of applied econometrics
15
(
2000
)
2
,
pp. 137-160
Persistent link: https://www.econbiz.de/10001474643
Saved in:
9
Dynamic bivariate mixture models : modeling the behavior of prices and trading volume
Liesenfeld, Roman
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
1
,
pp. 101-109
Persistent link: https://www.econbiz.de/10001231021
Saved in:
10
Testing the bivariate mixture hypothesis using German stock market data
Jung, Robert
- In:
European financial management : the journal of the …
2
(
1996
)
3
,
pp. 273-297
Persistent link: https://www.econbiz.de/10001210190
Saved in:
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