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subject:"Germany"
~isPartOf:"Journal of econometrics"
~person:"Andreou, Elena"
~person:"Giesecke, Kay"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Stichprobenerhebung"
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Germany
Maximum-Likelihood-Schätzung
Stichprobenerhebung
Estimation theory
5
Schätztheorie
5
Maximum likelihood estimation
2
Regression analysis
2
Regressionsanalyse
2
Time series analysis
2
Zeitreihenanalyse
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ARCH model
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Conditional heteroskedasticity
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Efficient parametric inference
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Filtering
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High-frequency volatility estimators
1
Jump-diffusions
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Likelihood approximation
1
Likelihood inference
1
Linear and quadratic residual autocorrelation tests
1
MIDAS regression model
1
Market microstructure
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Marktmikrostruktur
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Maximum likelihood
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Model misspecification test
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Modellierung
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Nonlinear time series
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Parameter constancy
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Point processes
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Probability theory
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Andreou, Elena
Giesecke, Kay
Lee, Lung-fei
8
Li, Kunpeng
5
Bai, Jushan
3
Chen, Songnian
3
Ghysels, Eric
3
Robinson, Peter M.
3
Xu, Xingbai
3
Blasques, Francisco
2
Chen, Xiaohong
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Donald, Stephen G.
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Hansen, Bruce E.
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Hillier, Grant H.
2
Horowitz, Joel
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Huang, Danyang
2
Kim, Donggyu
2
Koopman, Siem Jan
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Li, Dong
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Lu, Lina
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Marcellino, Massimiliano
2
Martellosio, Federico
2
Phillips, Peter C. B.
2
Poskitt, Donald Stephen
2
Potiron, Yoann
2
Su, Liangjun
2
Tsionas, Efthymios G.
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Wang, Hansheng
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Wang, Yazhen
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Wooldridge, Jeffrey M.
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Yu, Jun
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Allen, David E.
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Amemiya, Takeshi
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Amengual, Dante
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Ando, Tomohiro
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Journal of econometrics
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ECONIS (ZBW)
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Simulated likelihood estimators for discretely observed jump-diffusions
Giesecke, Kay
;
Schwenkler, G.
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 297-320
Persistent link: https://www.econbiz.de/10012304557
Saved in:
2
Filtered likelihood for point processes
Giesecke, Kay
;
Schwenkler, Gustavo
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 33-53
Persistent link: https://www.econbiz.de/10011974711
Saved in:
3
Regression models with mixed sampling frequencies
Andreou, Elena
;
Ghysels, Eric
;
Kourtellos, Andros
- In:
Journal of econometrics
158
(
2010
)
2
,
pp. 246-261
Persistent link: https://www.econbiz.de/10008839957
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