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subject:"Maximum-Likelihood-Schätzung"
subject:"Monte Carlo simulation"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Börsenkurs"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Estimation theory"
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Maximum-Likelihood-Schätzung
Monte Carlo simulation
Börsenkurs
Stochastischer Prozess
Estimation theory
103
Schätztheorie
103
Time series analysis
50
Zeitreihenanalyse
50
Estimation
33
Schätzung
33
ARCH model
17
ARCH-Modell
17
Volatility
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Volatilität
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Regression analysis
14
Regressionsanalyse
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Cointegration
13
Kointegration
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Statistical test
11
Statistischer Test
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Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Capital income
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Kapitaleinkommen
9
Markov chain
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Markov-Kette
9
Stochastic process
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Forecasting model
8
Monte-Carlo-Simulation
8
Prognoseverfahren
8
cointegration
8
Nichtlineare Regression
7
Nonlinear regression
7
Statistical distribution
7
Statistische Verteilung
7
Structural break
7
Strukturbruch
7
VAR model
7
VAR-Modell
7
Einheitswurzeltest
6
Maximum likelihood estimation
6
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Abbara, Omar
1
Baruník, Jozef
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Bu, Ruijun
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Chevallier, Julien
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1
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Ielpo, Florian
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Kraicová, Lucie
1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
199
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
76
Economics letters
67
Discussion paper / Tinbergen Institute
54
Econometric reviews
54
Economic modelling
35
Computational economics
33
European journal of operational research : EJOR
32
Econometric theory
30
CREATES research paper
28
NBER Working Paper
27
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
26
Journal of the American Statistical Association : JASA
26
The econometrics journal
26
Econometrics : open access journal
25
Working paper
23
Journal of empirical finance
22
Working paper / Department of Econometrics and Business Statistics, Monash University
22
Applied economics
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Insurance / Mathematics & economics
21
Journal of risk and financial management : JRFM
20
NBER working paper series
20
Série des documents de travail / Centre de Recherche en Économie et Statistique
20
Working paper / National Bureau of Economic Research, Inc.
20
Applied economics letters
19
CEMMAP working papers / Centre for Microdata Methods and Practice
19
Journal of forecasting
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Operations research
18
Cowles Foundation discussion paper
17
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
17
Quantitative finance
17
Journal of economic dynamics & control
16
CESifo working papers
15
Discussion paper series / IZA
15
Quantitative economics : QE ; journal of the Econometric Society
15
Statistics in transition : an international journal of the Polish Statistical Association
15
Discussion papers of interdisciplinary research project 373
14
Finance research letters
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ECONIS (ZBW)
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1
Fast maximum likelihood estimation of parameters for square root and Bessel processes
Fergusson, Kevin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
4
,
pp. 143-170
Persistent link: https://www.econbiz.de/10012657679
Saved in:
2
Approximate Bayesian inference for agent-based models in economics : a case study
Lux, Thomas
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 423-447
Persistent link: https://www.econbiz.de/10014372903
Saved in:
3
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
4
Bayesian bandwidth estimation for local linear fitting in nonparametric regression models
Shang, Han Lin
;
Zhang, Xibin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 55-71
Persistent link: https://www.econbiz.de/10013334620
Saved in:
5
Variance reduction estimation for return models with jumps using gamma asymmetric kernels
Song, Yuping
;
Hou, Weijie
;
Zhou, Shengyi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012198377
Saved in:
6
A parametric stationarity test with smooth breaks
Tsong, Ching-Chuan
;
Lee, Cheng-Feng
;
Tsai, Li Ju
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012054883
Saved in:
7
Nonstationary autoregressive conditional duration models
Mishra, Anuj
;
Ramanathan, Thekke Variyam
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011743716
Saved in:
8
Detecting time variation in the price puzzle : a less informative prior choice for time varying parameter VAR models
Reusens, Peter
;
Croux, Christophe
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011743732
Saved in:
9
Estimation of long memory in volatility using wavelets
Kraicová, Lucie
;
Baruník, Jozef
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011709605
Saved in:
10
On the estimation of regime-switching Lévy models
Chevallier, Julien
;
Goutte, Stéphane
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 3-29
Persistent link: https://www.econbiz.de/10011650170
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