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type_genre:"Sammlung"
type_genre:"Working Paper"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"ARCH-Modell"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Time series analysis"
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ARCH-Modell
Maximum-Likelihood-Schätzung
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Estimation theory
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Schätztheorie
8
Statistical distribution
3
Statistische Verteilung
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Stochastischer Prozess
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Estimation
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Maximum likelihood estimation
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Schätzung
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(FI)GARCH
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3/2 model
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Simulated Maximum Likelihood
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Platen, Eckhard
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He, Xue-zhong
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Discussion paper / Tinbergen Institute
118
Working paper / Department of Econometrics and Business Statistics, Monash University
72
CREATES research paper
68
Série des documents de travail / Centre de Recherche en Économie et Statistique
40
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
34
Cowles Foundation discussion paper
29
Discussion paper / Center for Economic Research, Tilburg University
28
SFB 649 discussion paper
27
Working paper series
26
CEMMAP working papers / Centre for Microdata Methods and Practice
25
Working paper / National Bureau of Economic Research, Inc.
24
Technical working paper / National Bureau of Economic Research
23
CESifo working papers
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Working paper
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EUI working paper / ECO
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Report / Econometric Institute, Erasmus University Rotterdam
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Discussion paper
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Discussion papers / Department of Economics, University of Copenhagen
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Discussion papers of interdisciplinary research project 373
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Série des documents de travail
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Documentos de trabajo / Banco de España, Servicio de Estudios
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Queen's Economics Department working paper
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
16
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
15
CORE discussion paper : DP
15
CORE discussion papers : DP
15
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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KBI
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11
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
10
Discussion paper / Tinbergen Institute / Tinbergen Institute
10
Working papers series in theoretical and applied economics
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Application of maximum likelihood estimation to stochastic short rate models
Fergusson, Kevin
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344233
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2
Testing of a market fraction model and power-law behaviour in the Dax 30
He, Xue-zhong
;
Li, Youwei
-
2015
Persistent link: https://www.econbiz.de/10011344322
Saved in:
3
Estimation for discretely observed diffusions using transform functions
Kelly, Leah
;
Platen, Eckhard
;
Sørensen, Michael
-
2003
Persistent link: https://www.econbiz.de/10002250862
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