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subject:"Volatilität"
type_genre:"Graue Literatur"
~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~isPartOf:"Série des documents de travail"
~subject:"Estimation"
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Search: subject_exact:"Estimation theory"
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Volatilität
Estimation
Estimation theory
80
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80
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35
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20
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20
Maximum likelihood estimation
8
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Gouriéroux, Christian
4
Monfort, Alain
3
Sluis, Pieter J. van der
3
Renne, Jean-Paul
2
Aeberhardt, Romain
1
Chesneau, Christophe
1
Dannenburg, Dennis Ramon
1
Daníelsson, Jón
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Discussion paper / Tinbergen Institute / Tinbergen Institute
Série des documents de travail
Discussion paper series / IZA
58
CEMMAP working papers / Centre for Microdata Methods and Practice
49
Discussion paper / Tinbergen Institute
48
Working paper / Department of Econometrics and Business Statistics, Monash University
39
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33
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32
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27
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26
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23
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23
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19
Working papers series in theoretical and applied economics
19
Discussion papers of interdisciplinary research project 373
17
KBI
15
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
Cambridge working papers in economics
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
13
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13
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12
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12
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11
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10
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10
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10
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9
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1
Conditional asymmetry in ARCH models
Royer, Julien
-
2020
Persistent link: https://www.econbiz.de/10012429896
Saved in:
2
Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian
;
Monfort, Alain
;
Zakoïan, …
-
2018
-
Revised version, June 2018
Persistent link: https://www.econbiz.de/10012201146
Saved in:
3
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
-
September 2016, revised version
Persistent link: https://www.econbiz.de/10012197832
Saved in:
4
Optimal graphon estimation in cut distance
Klopp, Olga
;
Verzelen, Nicolas
-
2017
Persistent link: https://www.econbiz.de/10012198705
Saved in:
5
Parametric estimation of hidden Markov models by least squares type estimation and deconvolution
Chesneau, Christophe
;
El Kolei, Salima
;
Navarro, Fabien
-
2017
Persistent link: https://www.econbiz.de/10012200019
Saved in:
6
Spillover effect of the minimum wage in France : an unconditionalquantile regression
Aeberhardt, Romain
;
Givord, Pauline
;
Marbot, Claire
-
2016
Persistent link: https://www.econbiz.de/10011855120
Saved in:
7
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2016
-
March 2016, revised version
Persistent link: https://www.econbiz.de/10011855307
Saved in:
8
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
9
Value-at-risk and extreme returns
Daníelsson, Jón
;
Vries, Casper G. de
-
1998
Persistent link: https://www.econbiz.de/10000980737
Saved in:
10
EmmPack 1.01 : C/C++ code for use with Ox for estimation of univariate stochastic volatility models with the efficient method of moments
Sluis, Pieter J. van der
-
1998
Persistent link: https://www.econbiz.de/10000981248
Saved in:
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