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subject:"Volatility"
~accessRights:"free"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Working paper"
~subject:"Maximum likelihood estimation"
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Search: subject_exact:"Estimation theory"
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Volatility
Maximum likelihood estimation
Estimation theory
231
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231
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Nichtparametrisches Verfahren
42
Nonparametric statistics
42
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39
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Phillips, Peter C. B.
5
Yu, Jun
5
Shi, Shuping
3
Li, Jia
2
Alfelt, Gustav
1
Anderson, Richard G.
1
Andrews, Donald W. K.
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Rastegari, Javad
1
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1
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42
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14
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11
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Statistics in transition : an international journal of the Polish Statistical Association
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7
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
7
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1
Multivariate stochastic volatility models based on generalized Fisher transformation
Chen, Han
;
Fei, Yijie
;
Yu, Jun
-
2023
Persistent link: https://www.econbiz.de/10014329798
Saved in:
2
Covariance dependent kernels, a Q-affine GARCH for multi-asset option pricing
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
-
2023
Persistent link: https://www.econbiz.de/10014281687
Saved in:
3
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
4
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542193
Saved in:
5
Finite sample comparison of alternative estimators for fractional Gaussian noise
Shi, Shuping
;
Yu, Jun
;
Zhang, Chen
-
2022
Persistent link: https://www.econbiz.de/10013542219
Saved in:
6
Measuring sex-selective abortion: how many women abort?
Dimri, Aditi
;
Gille, Véronique
;
Ketz, Philipp
-
2021
Persistent link: https://www.econbiz.de/10012813808
Saved in:
7
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
-
2021
Persistent link: https://www.econbiz.de/10012603081
Saved in:
8
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Chen, Xiaohong
;
Huang, Zhuo
;
Yi, Yanping
-
2019
-
Revised October 2019
Persistent link: https://www.econbiz.de/10012153489
Saved in:
9
Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
-
2019
Persistent link: https://www.econbiz.de/10012115020
Saved in:
10
Maximum likelihood estimation and uniform inference with sporadic identification failure
Andrews, Donald W. K.
;
Cheng, Xu
-
2011
Persistent link: https://www.econbiz.de/10009354607
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