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~person:"Gribisch, Bastian"
~person:"Monteiro, André A."
~subject:"Efficient Importance Sampling"
~subject:"Importance Sampling"
~subject:"Maximum likelihood estimation"
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Efficient Importance Sampling
Importance Sampling
Maximum likelihood estimation
Multi-state Duration models
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efficient importance sampling
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Gribisch, Bastian
Monteiro, André A.
Jung, Robert
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Estimating stochastic volatility models using realized measures
Bekierman, Jeremias
;
Gribisch, Bastian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
3
,
pp. 279-300
Persistent link: https://www.econbiz.de/10011507527
Saved in:
2
Parameter
Driven
Multi-state Duration Models: Simulated vs. Approximate Maximum Likelihood Estimation
Monteiro, André A.
-
Tinbergen Instituut
-
2008
-form expressions for the implied data density are not available. This is a common and well-known problem for most
parameter
driven
…
Persistent link: https://www.econbiz.de/10011257216
Saved in:
3
Parameter
Driven
Multi-state Duration Models: Simulated vs. Approximate Maximum Likelihood Estimation
Monteiro, André A.
-
2008
-form expressions for the implied data density are not available. This is a common and well-known problem for most
parameter
driven
…
Persistent link: https://www.econbiz.de/10010325837
Saved in:
4
Parameter
Driven
Multi-state Duration Models: Simulated vs. Approximate Maximum Likelihood Estimation
Monteiro, André A.
-
Tinbergen Institute
-
2008
-form expressions for the implied data density are not available. This is a common and well-known problem for most
parameter
driven
…
Persistent link: https://www.econbiz.de/10005137247
Saved in:
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