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subject:"Volatilität"
type_genre:"Working Paper"
~isPartOf:"CEA_372Cass working paper series"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Out-of-sample forecasting"
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Volatilität
Maximum-Likelihood-Schätzung
Out-of-sample forecasting
Estimation theory
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Schätztheorie
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Theorie
86
Theory
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Schätzung
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Estimation
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Alizadeh, Sassan
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Amado, Cristina
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Aruoba, S. Borağan
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Brandt, Michael W.
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Christiano, Lawrence J.
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Creal, Drew
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CEA_372Cass working paper series
Working paper / National Bureau of Economic Research, Inc.
Discussion paper / Tinbergen Institute
50
CREATES research paper
22
Série des documents de travail / Centre de Recherche en Économie et Statistique
14
CEMMAP working papers / Centre for Microdata Methods and Practice
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Working paper / Department of Econometrics and Business Statistics, Monash University
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SFB 649 discussion paper
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CESifo working papers
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KBI
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
7
Discussion papers of interdisciplinary research project 373
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IES working paper
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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ERID working paper
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EUI working paper / ECO
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Finmap working paper
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NCER working paper series
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ECONIS (ZBW)
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Maximum likelihood in the frequency domain : a time to build example
Christiano, Lawrence J.
;
Vigfusson, Robert J.
-
1999
Persistent link: https://www.econbiz.de/10001376962
Saved in:
12
Taming the skew : higher-order moments in modeling asset price processes in finance
Das, Sanjiv R.
;
Sundaram, Rangarajan K.
-
1997
Persistent link: https://www.econbiz.de/10000626665
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13
Specification analysis of affine term structure models
Dai, Qiang
;
Singleton, Kenneth J.
-
1997
Persistent link: https://www.econbiz.de/10000637523
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