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isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
subject:"Volatility"
~person:"Monfort, Alain"
~person:"Salanié, Bernard"
~subject:"Maximum-Likelihood-Schätzung"
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Volatility
Maximum-Likelihood-Schätzung
Estimation theory
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Schätztheorie
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Maximum likelihood estimation
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Monfort, Alain
Salanié, Bernard
Zakoïan, Jean-Michel
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Francq, Christian
4
Gouriéroux, Christian
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Jasiak, Joann
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Bertholon, Henri
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Broze, Laurence
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Fermanian, Jean-David
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Foncel, Jérôme
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Ling, Shiqing
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Série des documents de travail
3
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Banque de France Working Paper
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Econometric theory
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Journal of econometrics
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Fourth order pseudo maximum likelihood methods
Holly, Alberto
;
Monfort, Alain
;
Rockinger, Michael
-
2010
Persistent link: https://www.econbiz.de/10009406538
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2
Pricing and inference with mixtures on conditionally normal processes
Bertholon, Henri
;
Monfort, Alain
;
Pegoraro, Fulvio
-
2006
Persistent link: https://www.econbiz.de/10003447913
Saved in:
3
A nonparametric simulated maximum likelihood estimation method
Fermanian, Jean-David
;
Salanié, Bernard
-
2001
Persistent link: https://www.econbiz.de/10001577508
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