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subject:"Volatility"
~isPartOf:"Econometric reviews"
~person:"Koopman, Siem Jan"
~person:"Lechner, Michael"
~subject:"Importance sampling"
~subject:"Monte Carlo simulation"
~subject:"consistency"
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Volatility
Importance sampling
Monte Carlo simulation
consistency
Estimation theory
4
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2
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Koopman, Siem Jan
Lechner, Michael
Maasoumi, Esfandiar
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Teräsvirta, Timo
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Dufour, Jean-Marie
2
Juodis, Artūras
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Econometric reviews
Discussion paper / Tinbergen Institute
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of econometrics
3
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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Discussion paper series / LSE Financial Markets Group
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Handbook of financial time series
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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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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Practical procedures to deal with common support problems in matching estimation
Lechner, Michael
;
Strittmatter, Anthony
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 193-207
Persistent link: https://www.econbiz.de/10012180727
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2
Monte Carlo maximum likelihood estimation for generalized long-memory time series models
Mesters, G.
;
Koopman, Siem Jan
;
Ooms, Marius
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 659-687
Persistent link: https://www.econbiz.de/10011550112
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