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Search: subject:"Quasi-Maximum-Likelihood"
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Economics Group, Nuffield College, University of Oxford
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Modelling the Dynamics of Cross-Sectional Price Functions: an Econometric Analysis of the Bid and Ask Curves of an Automated Exchange
Bowsher, Clive G.
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Economics Group, Nuffield College, University of Oxford
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2004
performed using
quasi-maximum
likelihood
methods based on the Kalman filter. The model is used to provide one of the first …
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