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subject:"Nichtparametrisches Verfahren"
subject:"Volatilität"
~subject:"ARCH model"
~subject:"Maximum likelihood estimation"
~type_genre:"Government document"
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Nichtparametrisches Verfahren
Volatilität
ARCH model
Maximum likelihood estimation
Estimation theory
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159
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159
Time series analysis
29
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Fermanian, Jean-David
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Ghysels, Eric
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Gouriéroux, Christian
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Jasiak, Joann
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Salanié, Bernard
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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ECONIS (ZBW)
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Nonparametric estimation of competing risks models with covariates
Fermanian, Jean-David
-
2001
Persistent link: https://www.econbiz.de/10001577411
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2
A nonparametric simulated maximum likelihood estimation method
Fermanian, Jean-David
;
Salanié, Bernard
-
2001
Persistent link: https://www.econbiz.de/10001577508
Saved in:
3
Two adaptive rates of convergence in pointwise density estimation
Butucea, Cristina
-
1999
Persistent link: https://www.econbiz.de/10001421287
Saved in:
4
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
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