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subject:"Stochastischer Prozess"
subject:"Volatility"
~person:"Alizadeh, Sassan"
~person:"Gouriéroux, Christian"
~person:"Keller, Joachim G."
~person:"Platen, Eckhard"
~person:"Sluis, Pieter J. van der"
~subject:"Maximum-Likelihood-Schätzung"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Maximum-Likelihood-Schätzung
Estimation theory
63
Schätztheorie
63
Theorie
32
Theory
32
Volatilität
18
Time series analysis
14
Zeitreihenanalyse
14
Stochastic process
10
Estimation
9
Exchange rate
9
Schätzung
9
Wechselkurs
9
Maximum likelihood estimation
7
Option pricing theory
6
Optionspreistheorie
6
Statistical distribution
6
Statistische Verteilung
6
Core
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Currency option
4
Devisenoption
4
Forecasting model
4
Identification
4
Prognoseverfahren
4
Risikomanagement
4
Risikomaß
4
Risk management
4
Risk measure
4
USA
4
United States
4
VAR model
4
VAR-Modell
4
Composite Likelihood
3
Consistency
3
Density Forecasts
3
Portfolio selection
3
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Free
16
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Book / Working Paper
26
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Arbeitspapier
Working Paper
26
Graue Literatur
25
Non-commercial literature
25
Article in journal
6
Aufsatz in Zeitschrift
6
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1
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English
26
Author
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Alizadeh, Sassan
Gouriéroux, Christian
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
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
Bohn Nielsen, Heino
4
Bresson, Georges
4
Chaturvedi, Anoop
4
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Rodney L. White Center for Financial Research
2
Centre for Analytical Finance <Århus>
1
Federal Reserve Bank of Cleveland
1
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Discussion paper / Tinbergen Institute
4
Série des documents de travail
4
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
Discussion paper / Tinbergen Institute / Tinbergen Institute
3
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
Working papers / Rodney L. White Center for Financial Research
2
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1
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ECONIS (ZBW)
26
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1
Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian
;
Monfort, Alain
;
Zakoïan, …
-
2018
-
Revised version, June 2018
Persistent link: https://www.econbiz.de/10012201146
Saved in:
2
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2017
Persistent link: https://www.econbiz.de/10012197830
Saved in:
3
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2016
Persistent link: https://www.econbiz.de/10012196256
Saved in:
4
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
5
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:
6
Application of maximum likelihood estimation to stochastic short rate models
Fergusson, Kevin
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344233
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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