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subject:"Großbritannien"
subject:"Wechselkurs"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~person:"Bollerslev, Tim"
~person:"Brandt, Michael W."
~person:"Franses, Philip Hans"
~person:"Jenkins, Stephen P."
~subject:"Nonparametric statistics"
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Großbritannien
Wechselkurs
Nonparametric statistics
Deutschland
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Estimation
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Estimation theory
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Exchange rate
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Germany
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Incomplete market
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Maximum likelihood estimation
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Bollerslev, Tim
Brandt, Michael W.
Franses, Philip Hans
Jenkins, Stephen P.
Abadie, Alberto
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Aït-Sahalia, Yacine
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Imbens, Guido
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Mykland, Per A.
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Technical working paper / National Bureau of Economic Research
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Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
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2001
Persistent link: https://www.econbiz.de/10001606888
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