//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of econometrics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Simulated Likelihood Estimator...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
3
Schätztheorie
3
Stochastic process
3
Stochastischer Prozess
3
Filtering
2
Likelihood inference
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Time series analysis
2
Zeitreihenanalyse
2
Asymptotic efficiency
1
Computational efficiency
1
Density estimation
1
Diffusion processes
1
Efficiency
1
Efficient parametric inference
1
Goodness-of-fit tests
1
Jump-diffusions
1
Likelihood approximation
1
Maximum likelihood
1
Multivariate Analyse
1
Multivariate analysis
1
Multivariate jump-diffusions
1
Point processes
1
Probability theory
1
State space model
1
Statistical distribution
1
Statistical test
1
Statistische Verteilung
1
Statistischer Test
1
Theorie
1
Theory
1
Unbiased density estimator
1
Volatility
1
Volatility testing
1
Volatilität
1
Wahrscheinlichkeitsrechnung
1
Zustandsraummodell
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Giesecke, Kay
3
Schwenkler, Gustavo
2
Guay, François
1
Papanicolaou, Alex
1
Schwenkler, G.
1
Published in...
All
Journal of econometrics
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Discussion papers of interdisciplinary research project 373
7
SFB 373 Discussion Paper
7
SFB 373 Discussion Papers
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Journal of economic dynamics & control
6
Operations research : the journal of the Operations Research Society of America
5
Journal of banking & finance
4
Journal of Economic Dynamics and Control
3
Journal of financial economics
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Operations research
3
Papers / arXiv.org
3
Boston University Questrom School of Business Research Paper
2
Computing in Economics and Finance 2003
2
ESRB Working Paper Series
2
Journal of Banking & Finance
2
Journal of Financial Economics
2
Management Science
2
Mathematics of operations research
2
NBER Working Paper
2
NBER Working Papers
2
NBER working paper series
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of fixed income
2
Working paper / National Bureau of Economic Research, Inc.
2
Credit risk models and management
1
ESRB: Working Paper Series
1
Frontiers in quantitative finance : volatility and credit risk modeling
1
Journal of financial econometrics
1
Management Science, Forthcoming
1
Mathematical Finance
1
Operations Research, Forthcoming
1
Risk management : a modern perspective
1
The handbook of fixed income securities
1
Working paper / National Bureau of Economic Research, Inc
1
Working paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Filtered likelihood for point processes
Giesecke, Kay
;
Schwenkler, Gustavo
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 33-53
Persistent link: https://www.econbiz.de/10011974711
Saved in:
2
Efficient estimation and filtering for multivariate jump-diffusions
Guay, François
;
Schwenkler, Gustavo
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 251-275
Persistent link: https://www.econbiz.de/10012619970
Saved in:
3
Simulated likelihood estimators for discretely observed jump-diffusions
Giesecke, Kay
;
Schwenkler, G.
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 297-320
Persistent link: https://www.econbiz.de/10012304557
Saved in:
4
Variation-based tests for volatility misspecification
Papanicolaou, Alex
;
Giesecke, Kay
- In:
Journal of econometrics
191
(
2016
)
1
,
pp. 217-230
Persistent link: https://www.econbiz.de/10011598102
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->