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subject:"Stochastic process"
subject:"Volatility"
~isPartOf:"CEMFI working paper"
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Search: subject_exact:"Estimation theory"
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Stochastic process
Volatility
Estimation theory
168
Schätztheorie
168
Time series analysis
64
Zeitreihenanalyse
64
Estimation
24
Schätzung
24
Statistical test
23
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23
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Theorie
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Maximum likelihood estimation
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Teräsvirta, Timo
4
Nielsen, Morten Ørregaard
3
Sentana, Enrique
3
Silvennoinen, Annastiina
3
Barndorff-Nielsen, Ole E.
2
Bennedsen, Mikkel
2
Kristensen, Dennis
2
Lunde, Asger
2
Pakkanen, Mikko S.
2
Rossi, Eduardo
2
Santucci de Magistris, Paolo
2
Amado, Cristina
1
Andersen, Torben
1
Casas, Isabel
1
Cavaliere, Giuseppe
1
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1
Corcuera, José Manual
1
Creel, Michael D.
1
Demetrescum, Matei
1
Ergemen, Yunus Emre
1
Fiorentini, Gabriele
1
Floor Brix, Anne
1
Gijbels, Irène
1
Guégan, Dominique
1
Hall, Anthony D.
1
Hanck, Christoph
1
Hounyo, Ulrich
1
Jakobsen, Johan Stax
1
Kanaya, Shin
1
Kang, Jian
1
Kruse, Robinson
1
Magnus, Jan R.
1
Manresa, Elena
1
Neri, Luca
1
Nielsen, Frank
1
Parra-Alvarez, Juan Carlos
1
Peñaranda, Francisco
1
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1
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CEMFI working paper
CREATES research paper
Discussion paper / Tinbergen Institute
37
SFB 649 discussion paper
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
Cowles Foundation discussion paper
13
Discussion papers of interdisciplinary research project 373
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
10
NBER Working Paper
9
Working paper
9
Working paper / National Bureau of Economic Research, Inc.
8
Working papers
8
NBER working paper series
7
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6
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6
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
6
CORE discussion papers : DP
5
Cambridge working papers in economics
5
Discussion paper / Center for Economic Research, Tilburg University
5
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5
Discussion papers / CEPR
5
Discussion papers in economics
5
GRIPS discussion papers
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KBI
5
Série des documents de travail
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Working paper series
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Working papers / Rutgers University, Department of Economics
5
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Cambridge-INET working papers
4
Chicago Booth Research Paper
4
Discussion paper / Department of Economics, University of California San Diego
4
Discussion paper series / LSE Financial Markets Group
4
ERID working paper
4
EUI working paper / ECO
4
Finance and economics discussion series
4
IES working paper
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
Research paper series / Swiss Finance Institute
4
Bank of England Working Paper
3
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Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
2
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
3
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
4
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
5
Estimating latent-variable panel data models using parameter-expanded SEM methods
Wei, Siqi
-
2022
Persistent link: https://www.econbiz.de/10013473358
Saved in:
6
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
7
The Jacobian of the exponential function
Magnus, Jan R.
;
Pijls, Henk G. J.
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012309669
Saved in:
8
Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions
Fiorentini, Gabriele
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012310522
Saved in:
9
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
-
2017
Persistent link: https://www.econbiz.de/10011686422
Saved in:
10
Semiparametric inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
-
2016
Persistent link: https://www.econbiz.de/10011524100
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