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subject:"Maximum-Likelihood-Schätzung"
subject:"Monte Carlo simulation"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
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Maximum-Likelihood-Schätzung
Monte Carlo simulation
Estimation theory
103
Schätztheorie
103
Time series analysis
50
Zeitreihenanalyse
50
Estimation
33
Schätzung
33
ARCH model
17
ARCH-Modell
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Volatility
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Regression analysis
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Regressionsanalyse
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Kointegration
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Stochastic process
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Monte-Carlo-Simulation
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Prognoseverfahren
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cointegration
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Nichtlineare Regression
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Nonlinear regression
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Statistische Verteilung
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Structural break
7
Strukturbruch
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VAR model
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VAR-Modell
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Börsenkurs
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Einheitswurzeltest
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Maximum likelihood estimation
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Baruník, Jozef
1
Bu, Ruijun
1
Chang, Sheng-kai
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Cheng, Jie
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Daníelsson, Jón
1
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Huang, Xiao
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1
Kraicová, Lucie
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Lux, Thomas
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Niu, Wei-fang
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Psaradakis, Zacharias G.
1
Reusens, Peter
1
Shang, Han Lin
1
Siklos, Pierre L.
1
Sola, Martin
1
Song, Yuping
1
Spagnolo, Fabio
1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
118
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
48
Economics letters
45
Discussion paper / Tinbergen Institute
39
Econometric reviews
37
Computational economics
28
Journal of the American Statistical Association : JASA
21
The econometrics journal
20
European journal of operational research : EJOR
19
NBER Working Paper
19
Economic modelling
18
Applied economics
16
Applied economics letters
16
CEMMAP working papers / Centre for Microdata Methods and Practice
16
Econometric theory
16
Econometrics : open access journal
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Working paper / National Bureau of Economic Research, Inc.
15
Insurance / Mathematics & economics
14
Statistics in transition : an international journal of the Polish Statistical Association
14
Série des documents de travail / Centre de Recherche en Économie et Statistique
14
Working paper / Department of Econometrics and Business Statistics, Monash University
14
Discussion paper series / IZA
13
Journal of economic dynamics & control
12
NBER working paper series
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CREATES research paper
10
Journal of risk and financial management : JRFM
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Operations research
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Journal of forecasting
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Discussion papers / CEPR
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Journal of time series econometrics
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KBI
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Risks : open access journal
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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1
Fast maximum likelihood estimation of parameters for square root and Bessel processes
Fergusson, Kevin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
4
,
pp. 143-170
Persistent link: https://www.econbiz.de/10012657679
Saved in:
2
Approximate Bayesian inference for agent-based models in economics : a case study
Lux, Thomas
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 423-447
Persistent link: https://www.econbiz.de/10014372903
Saved in:
3
Bayesian bandwidth estimation for local linear fitting in nonparametric regression models
Shang, Han Lin
;
Zhang, Xibin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 55-71
Persistent link: https://www.econbiz.de/10013334620
Saved in:
4
Variance reduction estimation for return models with jumps using gamma asymmetric kernels
Song, Yuping
;
Hou, Weijie
;
Zhou, Shengyi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012198377
Saved in:
5
Detecting time variation in the price puzzle : a less informative prior choice for time varying parameter VAR models
Reusens, Peter
;
Croux, Christophe
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011743732
Saved in:
6
Estimation of long memory in volatility using wavelets
Kraicová, Lucie
;
Baruník, Jozef
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011709605
Saved in:
7
Specification analysis in regime-switching continuous-time diffusion models for market volatility
Bu, Ruijun
;
Cheng, Jie
;
Hadri, Kaddour
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 65-80
Persistent link: https://www.econbiz.de/10011650223
Saved in:
8
Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility
Jensen, Mark J.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
4
,
pp. 455-475
Persistent link: https://www.econbiz.de/10011649139
Saved in:
9
Maximum likelihood estimation of continuous time stochastic volatility models with partially observed GARCH
Niu, Wei-fang
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
4
,
pp. 421-438
Persistent link: https://www.econbiz.de/10009787977
Saved in:
10
Quasi-maximum likelihood estimation of multivariate diffusions
Huang, Xiao
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
2
,
pp. 179-197
Persistent link: https://www.econbiz.de/10009739597
Saved in:
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