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~institution:"Queen Mary College / Department of Economics"
~institution:"University of Exeter / Department of Economics"
~institution:"University of Strathclyde / Department of Economics"
~subject:"Estimation"
~subject:"Schätztheorie"
~subject:"Stochastic process"
~type:"book"
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Estimation
Schätztheorie
Stochastic process
Stochastischer Prozess
11
Estimation theory
3
Option pricing theory
3
Optionspreistheorie
3
Schätzung
3
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3
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3
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11
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Kapetanios, George
2
Tzavalis, Elias
2
Abadir, Karim Maher
1
Chourdakis, Kyriakos
1
Christodoulakis, George A.
1
Cipollini, Andrea
1
Hadri, Kaddour
1
Hatgioannides, John
1
Jochmann, Markus
1
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1
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1
Koop, Gary
1
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1
Makrēs, Miltiadēs
1
Psaradakis, Zacharias G.
1
Satchell, Stephen
1
Strachan, Rodney W.
1
Wang, Shi-jun
1
Whittaker, J.
1
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Queen Mary College / Department of Economics
University of Exeter / Department of Economics
University of Strathclyde / Department of Economics
National Bureau of Economic Research
66
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
60
Centre for Analytical Finance <Århus>
17
Springer Fachmedien Wiesbaden
9
Econometrisch Instituut <Rotterdam>
6
Erasmus Research Institute of Management
6
Chambre de commerce et d'industrie de Paris
4
Ekonomiska forskningsinstitutet <Stockholm>
4
Judge Institute of Management Studies
4
Nuffield College
4
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3
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3
Centre for Actuarial Studies
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
European University Institute / Department of Economics
3
Institutionen för Skogsekonomi <Ume°a>
3
Springer-Verlag GmbH
3
University of Essex / Department of Economics
3
Walter de Gruyter GmbH & Co. KG
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Bonn Graduate School of Economics
2
Books on Demand GmbH <Norderstedt>
2
Center for Economic Research <Tilburg>
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2
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2
European University Institute / Department of Law
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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ECONIS (ZBW)
11
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1
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy
Jochmann, Markus
;
Koop, Gary
;
Leon-Gonzalez, Roberto
; …
-
2009
Persistent link: https://www.econbiz.de/10008696134
Saved in:
2
A large poisson currency crises game : towards a theory of both the onset and the swiftness of currency attacks
Makrēs, Miltiadēs
-
2000
Persistent link: https://www.econbiz.de/10001542544
Saved in:
3
A stochastic variance factor model for large datasets and an application to S&P data
Cipollini, Andrea
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920657
Saved in:
4
Modelling the yield curve : a two components approach
Hatgioannides, John
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002229537
Saved in:
5
Pricing American options under stochastic volatility : a new method using Chebyshev polynomials to approximate the early exercise boundary
Tzavalis, Elias
(
contributor
);
Wang, Shi-jun
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867455
Saved in:
6
Continuous time regime switching models and applications in estimating processes with stochastic volatility and jumps
Chourdakis, Kyriakos
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001866950
Saved in:
7
A note on covariance stationarity conditions for dynamic random coefficient models
Kapetanios, George
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867230
Saved in:
8
Forecasting (LOG) volatility models
Christodoulakis, George A.
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10000998647
Saved in:
9
Regression-based tests for persistence in conditional variances
Psaradakis, Zacharias G.
;
Tzavalis, Elias
-
1995
Persistent link: https://www.econbiz.de/10000912747
Saved in:
10
Efficiency, environmental contaminants and farm size : testing for links using stochastic production frontiers
Hadri, Kaddour
;
Whittaker, J.
-
1995
Persistent link: https://www.econbiz.de/10000943448
Saved in:
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