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subject:"Stochastischer Prozess"
subject:"Volatility"
~person:"Alizadeh, Sassan"
~person:"Bohn Nielsen, Heino"
~person:"Keller, Joachim G."
~person:"Platen, Eckhard"
~person:"Sluis, Pieter J. van der"
~subject:"Maximum-Likelihood-Schätzung"
~type_genre:"Arbeitspapier"
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Stochastischer Prozess
Volatility
Maximum-Likelihood-Schätzung
Estimation theory
25
Schätztheorie
25
Volatilität
14
Theorie
10
Theory
10
Exchange rate
9
Wechselkurs
9
Stochastic process
8
Maximum likelihood estimation
6
USA
6
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Estimation
5
Option pricing theory
5
Optionspreistheorie
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Time series analysis
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Currency option
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1965-2008
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Alizadeh, Sassan
Bohn Nielsen, Heino
Keller, Joachim G.
Platen, Eckhard
Sluis, Pieter J. van der
Koopman, Siem Jan
17
Sentana, Enrique
15
Phillips, Peter C. B.
12
Reiß, Markus
10
Fiorentini, Gabriele
9
Lucas, André
9
Blasques, Francisco
8
Gouriéroux, Christian
8
Nielsen, Morten Ørregaard
8
Hafner, Christian M.
7
Härdle, Wolfgang
7
Leon-Gonzalez, Roberto
7
Pesaran, M. Hashem
7
Spokojnyj, Vladimir G.
7
Taylor, Robert
7
Teräsvirta, Timo
7
Bibinger, Markus
6
Brandt, Michael W.
6
Cavaliere, Giuseppe
6
Croux, Christophe
6
Gorgi, Paolo
6
Hautsch, Nikolaus
6
Küchler, Uwe
6
Monfort, Alain
6
Zakoïan, Jean-Michel
6
Christopeit, Norbert
5
Diebold, Francis X.
5
McAleer, Michael
5
Rahbek, Anders
5
Rodriguez, Gabriel
5
Silvennoinen, Annastiina
5
Swanson, Norman R.
5
Yu, Jun
5
Baltagi, Badi H.
4
Bauwens, Luc
4
Bresson, Georges
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Chaturvedi, Anoop
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Rodney L. White Center for Financial Research
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Federal Reserve Bank of Cleveland
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5
Discussion paper / Tinbergen Institute
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3
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ECONIS (ZBW)
22
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1
Mixed causal-noncausal autoregressions : bimodality issues in estimation and unit root testing
Bec, Frédérique
;
Bohn Nielsen, Heino
;
Sai͏̈di, Sarra
-
2019
Persistent link: https://www.econbiz.de/10012237317
Saved in:
2
Bootstrap inference on the boundary of the parameter space with application to conditional volatility models
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Pedersen, …
-
2018
Persistent link: https://www.econbiz.de/10011948862
Saved in:
3
Recovering the real-world density and liquidity premia from option data
Barkhagen, Mathias
;
Blomvall, Jörgen
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344223
Saved in:
4
Application of maximum likelihood estimation to stochastic short rate models
Fergusson, Kevin
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344233
Saved in:
5
An I(2) cointegration model with piecewise linear trends : likelihood analysis and application
Kurita, Takamitsu
;
Bohn Nielsen, Heino
;
Rahbek, Anders
-
2009
Persistent link: https://www.econbiz.de/10003859942
Saved in:
6
An I(2) cointegration model with piecewise linear trends : likelihood analysis and application
Kurita, Takamitsu
;
Bohn Nielsen, Heino
;
Rahbek, Anders
-
2009
Persistent link: https://www.econbiz.de/10003863153
Saved in:
7
On the strong approximation of pure jump processes
Bruti-Liberati, Nicola
;
Platen, Eckhard
-
2005
Persistent link: https://www.econbiz.de/10003183320
Saved in:
8
On the strong approximation of jump-diffusion processes
Bruti-Liberati, Nicola
;
Platen, Eckhard
-
2005
Persistent link: https://www.econbiz.de/10002863407
Saved in:
9
Estimation for discretely observed diffusions using transform functions
Kelly, Leah
;
Platen, Eckhard
;
Sørensen, Michael
-
2003
Persistent link: https://www.econbiz.de/10002250862
Saved in:
10
The empirical performance of option-based densities of foreign exchange
Craig, Ben R.
(
contributor
);
Keller, Joachim G.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002542714
Saved in:
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