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subject:"Schätztheorie"
~isPartOf:"Journal of econometrics"
~person:"Koopman, Siem Jan"
~subject:"Volatilität"
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Koopman, Siem Jan
Chib, Siddhartha
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Journal of econometrics
Discussion paper / Tinbergen Institute
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Estimation of stochastic volatility models via Monte Carlo maximum likelihood
Sandmann, Gleb
- In:
Journal of econometrics
87
(
1998
)
2
,
pp. 271-301
Persistent link: https://www.econbiz.de/10001246644
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