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Liesenfeld, Roman
Breitung, Jörg
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Eickmeier, Sandra
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Breitung, J.
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Candelon, Bertrand
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BREITUNG, J.
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Hassler, Uwe
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
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Simulation based methods of moments in empirical finance
Liesenfeld, Roman
;
Breitung, Jörg
-
1998
Persistent link: https://www.econbiz.de/10000992441
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2
Simulation based methods of moments in empirical finance
Liesenfeld, Roman
;
Breitung, Jörg
-
1998
Persistent link: https://www.econbiz.de/10009578008
Saved in:
3
Simulation based methods of moments in empirical finance
Liesenfeld, Roman
;
Breitung, Jörg
-
1998
Persistent link: https://www.econbiz.de/10010405873
Saved in:
4
Simulation based method of moments
Liesenfeld, Roman
;
Breitung, Jörg
- In:
Generalized method of moments estimation
,
(pp. 275-300)
.
1999
Persistent link: https://www.econbiz.de/10001437816
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5
Modeling and forecasting of realized covariance matrices of asset returns using state-space models
Hartkopf, Jan Patrick
-
2021
Persistent link: https://www.econbiz.de/10013264907
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6
Simulation based methods of moments in empirical finance
Liesenfeld, Roman
-
1998
Persistent link: https://www.econbiz.de/10013268645
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7
Simulation based methods of moments in empirical finance
Liesenfeld, Roman
;
Breitung, Jörg
-
Wirtschaftswissenschaftlichen Fakultät, …
-
1998
Persistent link: https://www.econbiz.de/10011097483
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8
Simulation based methods of moments in empirical finance
Liesenfeld, Roman
;
Breitung, Jörg
-
Sonderforschungsbereich 373, Quantifikation und …
-
1998
Persistent link: https://www.econbiz.de/10010983647
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9
Simulation based methods of moments in empirical finance
Liesenfeld, Roman
;
Breitung, Jörg
-
1998
Persistent link: https://www.econbiz.de/10010309846
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10
Simulation based methods of moments in empirical finance
Liesenfeld, Roman
;
Breitung, Jörg
-
1998
Persistent link: https://www.econbiz.de/10010435577
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