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subject:"Nichtparametrisches Verfahren"
subject:"Volatilität"
~institution:"University of Chicago / Graduate School of Business"
~language:"eng"
~subject:"ARCH model"
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Search: subject_exact:"Estimation theory"
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Nichtparametrisches Verfahren
Volatilität
ARCH model
Estimation theory
10
Schätztheorie
10
Bayes-Statistik
2
Bayesian inference
2
Multivariate Analyse
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Chen, Xiaohong
1
Jacquier, Eric
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Nelson, Daniel B.
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Polson, Nicholas G.
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Rossi, Peter E.
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University of Chicago / Graduate School of Business
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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National Bureau of Economic Research
28
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Centre for Microdata Methods and Practice <London>
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
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University of California, San Diego / Department of Economics
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University of Chicago / Graduate School of Business / Department of Economics
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University of Western Ontario / Department of Economics
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International Center for Financial Asset Management and Engineering
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Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
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Panepistēmio Kypru / Department of Economics
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Robert Schuman Centre for Advanced Studies
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School of Economics <Bundoora, Victoria> / Department of Economics
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Shakai-Keizai-Kenkyūsho <Osaka>
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Springer Fachmedien Wiesbaden
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Suntory and Toyota International Centres for Economics and Related Disciplines
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Trinity College Dublin / Department of Economics
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Umeå Universitet / Institutionen för Nationalekonomi
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University of Exeter / Department of Economics
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University of Waterloo / Department of Economics
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University of York / Department of Economics and Related Studies
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Universität Mannheim
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Universität Trier
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Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
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Nonparametric recursive moment estimation with dependent data
Chen, Xiaohong
-
1995
Persistent link: https://www.econbiz.de/10000924643
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2
Models and priors for multivariate stochastic volatility
Jacquier, Eric
;
Polson, Nicholas G.
;
Rossi, Peter E.
-
1995
-
Rev
Persistent link: https://www.econbiz.de/10000925647
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3
Asymptotic filtering theory for multivariate ARCH models
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10000899156
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