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Estimation theory
Anlageverhalten
1
Behavioural finance
1
Derivat
1
Derivative
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Econometrics
1
Financial market
1
Finanzmarkt
1
Forecasting model
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Integer valued trawl process
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Lévy basis
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Prognoseverfahren
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Schätztheorie
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Stochastic process
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Stochastischer Prozess
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composite likelihood
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forecasting
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model selection
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pairwise likelihood; estimation
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Bennedsen, Mikkel
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Lunde, Asger
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Shephard, Neil G.
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CREATES research paper
Economics discussion papers
7
Department of Economics discussion paper series / University of Oxford
6
Journal of econometrics
6
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
4
Suntory Toyota International Centre for Economics and Related Disciplines
4
Oxford Financial Research Centre economics series
3
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
3
Econometric theory
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
The review of economic studies
2
Discussion paper / Center for Economic Research, Tilburg University
1
Global COE Hi-Stat discussion paper series
1
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
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Journal of applied econometrics
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Mathematical finance
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ECONIS (ZBW)
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Inference and forecasting for continuous-time integervalued trawl processes and their use in financial economics
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
-
2021
Persistent link: https://www.econbiz.de/10012621491
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