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subject:"Volatilität"
type_genre:"Working Paper"
~person:"Herbst, Edward P."
~person:"Shephard, Neil G."
~subject:"Monte-Carlo-Simulation"
~subject:"United States"
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Search: subject_exact:"Estimation theory"
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Volatilität
Monte-Carlo-Simulation
United States
Estimation theory
34
Schätztheorie
34
Monte Carlo simulation
13
Theorie
10
Theory
10
Time series analysis
9
Zeitreihenanalyse
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Dynamic equilibrium
8
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8
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Multivariate Analyse
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Multivariate analysis
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5
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Estimation
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5
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4
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Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Prognoseverfahren
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Markov chain
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Markov-Kette
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Option pricing theory
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Optionspreistheorie
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density forecasts
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Herbst, Edward P.
Shephard, Neil G.
Koopman, Siem Jan
13
Schorfheide, Frank
12
Diebold, Francis X.
9
Sibbertsen, Philipp
8
Swanson, Norman R.
8
Audrino, Francesco
7
Croux, Christophe
7
Dufour, Jean-Marie
7
Kapetanios, George
7
Kitagawa, Toru
7
Marcellino, Massimiliano
7
Pesaran, M. Hashem
7
Sentana, Enrique
7
Advani, Arun
6
Brandt, Michael W.
6
Corsi, Fulvio
6
Del Negro, Marco
6
Dijk, Dick van
6
Fernández-Villaverde, Jesús
6
Hautsch, Nikolaus
6
Huber, Martin
6
Härdle, Wolfgang
6
Lechner, Michael
6
Lucas, André
6
Matlin, Ethan
6
Sarfati, Reca
6
Słoczyński, Tymon
6
Teräsvirta, Timo
6
Angrist, Joshua D.
5
Arcidiacono, Peter
5
Bayer, Patrick J.
5
Bibinger, Markus
5
Caporale, Guglielmo Maria
5
Dijk, Herman K. van
5
Gouriéroux, Christian
5
Hafner, Christian M.
5
Hammond, Peter J.
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Kiviet, J. F.
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ECONIS (ZBW)
16
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Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2009
Persistent link: https://www.econbiz.de/10003854421
Saved in:
12
Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2008
Persistent link: https://www.econbiz.de/10003807445
Saved in:
13
Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2008
Persistent link: https://www.econbiz.de/10003818473
Saved in:
14
Sequential Monte Carlo sampling for DSGE models
Herbst, Edward P.
;
Schorfheide, Frank
-
2013
Persistent link: https://www.econbiz.de/10009767519
Saved in:
15
Likelihood inference for discretely observed non-linear diffusions
Elerian, Ola
;
Chib, Siddhartha
;
Shephard, Neil G.
-
2000
Persistent link: https://www.econbiz.de/10009581671
Saved in:
16
Likelihood-based estimation of latent general ARCH structures
Fiorentini, Gabriele
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10003179153
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