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institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
~institution:"Center for Economic Research <Tilburg>"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"University of Exeter / Department of Economics"
~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
~subject:"Maximum likelihood estimation"
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Sørensen, Helle
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
Center for Economic Research <Tilburg>
Centre for Analytical Finance <Århus>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Asymptotics of the QMLE for a class of ARCH(q) models
Kristensen, Dennis
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702284
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Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
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2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
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3
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
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2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
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4
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
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5
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
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