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subject:"Volatilität"
type_genre:"Working Paper"
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Volatilität
Estimation theory
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Time series analysis
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Maximum likelihood estimation
8
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Markov chain
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Pseudo Maximum Likelihood
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Schock
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State space model
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Statistical inference
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Asymptotic Single Risk Factor
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Gouriéroux, Christian
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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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Zakoïan, Jean-Michel
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Discussion paper / Tinbergen Institute
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Working paper / National Bureau of Economic Research, Inc.
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Working paper / Department of Econometrics and Business Statistics, Monash University
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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
Saved in:
2
Parametric estimation of hidden Markov models by least squares type estimation and deconvolution
Chesneau, Christophe
;
El Kolei, Salima
;
Navarro, Fabien
-
2017
Persistent link: https://www.econbiz.de/10012200019
Saved in:
3
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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