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subject:"Estimation theory"
subject:"USA"
~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~person:"Koopman, Siem Jan"
~person:"Lütkepohl, Helmut"
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Estimation theory
USA
Börsenkurs
1
Estimation
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
1
Schätztheorie
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Schätzung
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Share price
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Stochastic process
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Stochastischer Prozess
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Volatility
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Volatilität
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Koopman, Siem Jan
Lütkepohl, Helmut
Kristensen, Dennis
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Bulkley, George
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Daníelsson, Jón
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Discussion paper series / LSE Financial Markets Group
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
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Maximum likelihood estimation of stochastic volatility models
Sandmann, Gleb
;
Koopman, Siem Jan
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1996
Persistent link: https://www.econbiz.de/10000953379
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