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subject:"Volatilität"
type_genre:"Working Paper"
~isPartOf:"Série des documents de travail"
~person:"Corsi, Fulvio"
~person:"Daníelsson, Jón"
~person:"Fernández-Villaverde, Jesús"
~person:"Gouriéroux, Christian"
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Volatilität
Estimation theory
11
Schätztheorie
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Time series analysis
6
Zeitreihenanalyse
6
Identification
4
Composite Likelihood
3
Consistency
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Estimation
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Pseudo Maximum Likelihood
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Schock
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Asymptotic Single Risk Factor
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Big Data
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Cayley Transform
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Composite Pseudo-Likelihood
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Impulse Response Functions
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Independent Component Analysis
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Induktive Statistik
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Instrumental Model
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Lie Group
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Normalized Data
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Pseudo-Likelihood
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Pseudo-Maximum Likelihood
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Risiko
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Risikomanagement
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Risk
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Risk management
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Statistical inference
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Stochastic process
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Corsi, Fulvio
Daníelsson, Jón
Fernández-Villaverde, Jesús
Gouriéroux, Christian
Chesneau, Christophe
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El Kolei, Salima
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Lu, Yang
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Monfort, Alain
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Navarro, Fabien
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Zakoïan, Jean-Michel
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Documentos de trabajo / Fundación de Estudios de Economía Aplicada
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Global COE Hi-Stat discussion paper series
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Research paper series / Swiss Finance Institute
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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ECONIS (ZBW)
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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
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2
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
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