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type_genre:"Government document"
type_genre:"Graue Literatur"
~isPartOf:"EUI working paper / ECO"
~subject:"Maximum likelihood estimation"
~subject:"Volatility"
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Estimation methods comparison of SVAR model with the mixture of two normal distributions : Monte Carlo analysis
Maciejowska, Katarzyna
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2010
Persistent link: https://www.econbiz.de/10003985568
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2
Practical problems with reduced rank ML estimators for cointegration parameters and a simple alternative
Brüggemann, Ralf
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113163
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3
Estimating stochastic volatility models through indirect inference
Monfardini, Chiara
-
1996
Persistent link: https://www.econbiz.de/10000952218
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4
Time-varying sign-switching risk perception on foreign exchange markets
Gallo, Giampiero M.
;
Pacini, Barbara
-
1995
Persistent link: https://www.econbiz.de/10000929236
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