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subject:"Volatility"
~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~person:"Daníelsson, Jón"
~person:"Koopman, Siem Jan"
~subject:"Monte Carlo simulation"
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Search: subject_exact:"Estimation theory"
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Volatility
Monte Carlo simulation
Estimation
2
Estimation theory
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Schätztheorie
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Volatilität
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1984-1996
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Daníelsson, Jón
Koopman, Siem Jan
Bulkley, George
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Sandmann, Gleb
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Discussion paper series / LSE Financial Markets Group
Discussion paper / Tinbergen Institute
14
Journal of econometrics
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Handbook of financial time series
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Tinbergen Institute Discussion Paper 09-110/4
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Tinbergen Institute Discussion Paper 20-004/III
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Tinbergen Institute Discussion Paper 2018-027/III
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ECONIS (ZBW)
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Value-at-risk and extreme returns
Daníelsson, Jón
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Vries, Casper G. de
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1997
Persistent link: https://www.econbiz.de/10000975058
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Maximum likelihood estimation of stochastic volatility models
Sandmann, Gleb
;
Koopman, Siem Jan
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1996
Persistent link: https://www.econbiz.de/10000953379
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