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type:"book"
type_genre:"Arbeitspapier"
~person:"Shephard, Neil G."
~subject:"Dynamic equilibrium"
~subject:"Monte-Carlo-Simulation"
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Search: subject_exact:"Estimation theory"
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Dynamic equilibrium
Monte-Carlo-Simulation
Estimation theory
22
Schätztheorie
22
Multivariate Analyse
7
Multivariate analysis
7
ARCH model
5
ARCH-Modell
5
Time series analysis
5
Zeitreihenanalyse
5
Correlation
4
Korrelation
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Monte Carlo simulation
4
Theorie
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Shephard, Neil G.
Schorfheide, Frank
10
Herbst, Edward P.
9
Kapetanios, George
9
Fernández-Villaverde, Jesús
8
Inoue, Atsushi
7
Kitagawa, Toru
7
Pesaran, M. Hashem
7
Theodoridis, Konstantinos
7
Advani, Arun
6
Del Negro, Marco
6
Huber, Martin
6
Lechner, Michael
6
Matlin, Ethan
6
Nason, James Michael
6
Rossi, Barbara
6
Sarfati, Reca
6
Słoczyński, Tymon
6
Canova, Fabio
5
Hall, Alastair R.
5
Hammond, Peter J.
5
Kiviet, J. F.
5
Koop, Gary
5
Minford, Patrick
5
Rubio-Ramírez, Juan Francisco
5
Cai, Michael
4
Dufour, Jean-Marie
4
Ferroni, Filippo
4
Guerrón-Quintana, Pablo A.
4
Hong, Han
4
Koopman, Siem Jan
4
Ledoit, Olivier
4
Lunde, Asger
4
Marcellino, Massimiliano
4
Smith, Ron
4
Wolf, Michael
4
Xu, Yongdeng
4
Arcidiacono, Peter
3
Audrino, Francesco
3
Barndorff-Nielsen, Ole E.
3
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Department of Economics discussion paper series / University of Oxford
2
Economics discussion papers
2
Global COE Hi-Stat discussion paper series
1
Mathematical finance
1
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ECONIS (ZBW)
6
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Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2009
Persistent link: https://www.econbiz.de/10003854421
Saved in:
2
Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2008
Persistent link: https://www.econbiz.de/10003807445
Saved in:
3
Bayesian inference based only on simulated likelihood : particle filter analysis of dynamic economic models
Flury, Thomas
;
Shephard, Neil G.
-
2008
Persistent link: https://www.econbiz.de/10003807453
Saved in:
4
Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2008
Persistent link: https://www.econbiz.de/10003818473
Saved in:
5
Bayesian inference based only on simulated likelihood : particle filter analysis of dynamic economic models
Flury, Thomas
;
Shephard, Neil G.
-
2008
Persistent link: https://www.econbiz.de/10003818667
Saved in:
6
Likelihood inference for discretely observed non-linear diffusions
Elerian, Ola
;
Chib, Siddhartha
;
Shephard, Neil G.
-
2000
Persistent link: https://www.econbiz.de/10009581671
Saved in:
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