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~subject:"Maximum likelihood estimation"
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Maximum likelihood estimation
ARCH-Modell
10,443
ARCH model
10,343
Volatility
6,839
Volatilität
6,710
Schätzung
3,100
Estimation
3,065
Theorie
2,808
Theory
2,761
Börsenkurs
2,444
GARCH
2,437
Share price
2,415
Kapitaleinkommen
2,396
Capital income
2,392
Aktienmarkt
2,188
Stock market
2,188
Zeitreihenanalyse
1,863
Prognoseverfahren
1,855
Time series analysis
1,845
Forecasting model
1,835
Spillover-Effekt
1,165
Spillover effect
1,160
Schätztheorie
1,090
Estimation theory
1,083
Risikomaß
1,063
Risk measure
1,060
USA
1,037
Exchange rate
1,013
United States
1,003
Wechselkurs
1,003
Welt
994
World
986
Correlation
854
Korrelation
853
Oil price
795
Ölpreis
789
Portfolio selection
761
Portfolio-Management
761
Aktienindex
660
Stock index
652
Risk
624
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Free
54
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21
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63
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55
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51
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47
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47
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46
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116
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1
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Francq, Christian
10
Zakoïan, Jean-Michel
8
McAleer, Michael
7
Chan, Felix
5
Kristensen, Dennis
5
Rahbek, Anders
5
Hafner, Christian M.
4
Iglesias, Emma M.
4
Asai, Manabu
3
Cavaliere, Giuseppe
3
Chen, Xiaohong
3
Han, Heejoon
3
Huang, Zhuo
3
Kyriakopoulou, Dimitra
3
Nielsen, Morten Ørregaard
3
Pedersen, Rasmus Søndergaard
3
Phillips, Garry D. A.
3
Taylor, Robert
3
Vander Elst, Harry
3
Xiu, Dacheng
3
Yi, Yanping
3
Arvanitis, Stelios
2
Augustyniak, Maciej
2
Caporin, Massimiliano
2
Dēmos, Antōnēs A.
2
Escobar, Marcos
2
Fan, Jianqing
2
Fermanian, Jean-David
2
Fiorentini, Gabriele
2
González-Rivera, Gloria
2
Horváth, Lajos
2
Koopman, Siem Jan
2
Louka, Alexandros
2
Medeiros, Marcelo C.
2
Moroke, Ntebogang Dinah
2
Poignard, Benjamin
2
Qi, Lei
2
Rastegari, Javad
2
Rengifo, Erick W.
2
Royer, Julien
2
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Centre for Analytical Finance <Århus>
1
Econometrisch Instituut <Rotterdam>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Shakai-Keizai-Kenkyūsho <Osaka>
1
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Journal of econometrics
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Série des documents de travail / Centre de Recherche en Économie et Statistique
6
CREATES research paper
4
Discussion paper / Tinbergen Institute
4
CORE discussion papers : DP
3
Econometric Institute research papers
3
Econometric theory
3
Economics letters
3
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3
Journal of time series econometrics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Econometric reviews
2
Handbook of research on emerging theories, models, and applications of financial econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of risk and financial management : JRFM
2
Queen's Economics Department working paper
2
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2
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2
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2
Annals of economics and statistics
1
Applied economics
1
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1
Berichte aus der Volkswirtschaft
1
CEMMAP working papers / Centre for Microdata Methods and Practice
1
CORE discussion paper : DP
1
Cowles Foundation discussion paper
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion paper / Institute of Social and Economic Research
1
Discussion papers / Department of Economics, University of Copenhagen
1
Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
1
ECARES working paper
1
Econometrics : open access journal
1
Economic modelling
1
Economic research
1
Energy economics
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International review of financial analysis
1
Journal of Multivariate Analysis
1
Journal of applied econometrics
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Journal of banking & finance
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Source
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ECONIS (ZBW)
117
RePEc
1
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1
Covariance dependent kernels, a Q-affine
GARCH
for multi-asset option pricing
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
-
2023
Persistent link: https://www.econbiz.de/10014281687
Saved in:
2
Realized BEKK-CAW models
Asai, Manabu
;
So, Mike Ka-pui
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10014288366
Saved in:
3
Quasi maximum likelihood estimation of vector multiplicative error model using the ECCC-
GARCH
representation
Xu, Yongdeng
- In:
Journal of time series econometrics
16
(
2024
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10015052951
Saved in:
4
Covariance dependent kernels, a Q-affine
GARCH
for multi-asset option pricing
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
International review of financial analysis
87
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014460484
Saved in:
5
Bootstrapping two-stage quasi-maximum likelihood estimators of time series models
Gonçalves, Sílvia
;
Hounyo, Ulrich
;
Patton, Andrew J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 683-694
Persistent link: https://www.econbiz.de/10014448421
Saved in:
6
Exponential-type
GARCH
models with linear-in-variance risk premium
Hafner, Christian M.
;
Kyriakopoulou, Dimitra
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 589-603
Persistent link: https://www.econbiz.de/10012499104
Saved in:
7
Conditional asymmetry in Power ARCH(∞) models
Royer, Julien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 178-204
Persistent link: https://www.econbiz.de/10014364731
Saved in:
8
Panel
GARCH
model with cross-sectional dependence between CEE emerging markets in trading day effects analysis
Arberić, Josip
;
Škrabić Perić, Blanka
- In:
Romanian journal of economic forecasting
21
(
2018
)
4
,
pp. 71-84
Persistent link: https://www.econbiz.de/10012021879
Saved in:
9
Conditional asymmetry in ARCH models
Royer, Julien
-
2020
Persistent link: https://www.econbiz.de/10012429896
Saved in:
10
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
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