//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Estimation"
~subject:"Maximum-Likelihood-Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: "Liesenfeld, Roman"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Maximum-Likelihood-Schätzung
Theorie
11
Theory
11
Schätzung
9
Volatility
8
Volatilität
8
Estimation theory
7
Schätztheorie
7
Börsenkurs
6
Share price
6
Aktienmarkt
5
Maximum likelihood estimation
5
Stochastic process
5
Stochastischer Prozess
5
Stock market
5
Time series analysis
5
Zeitreihenanalyse
5
Deutschland
4
Germany
4
USA
4
United States
4
Capital income
3
Generalisiertes lineares Modell
3
Generalized linear model
3
Kapitaleinkommen
3
ARCH model
2
ARCH-Modell
2
ARMA model
2
ARMA-Modell
2
Correlation
2
Economics of information
2
Factor analysis
2
Faktorenanalyse
2
Financial market
2
Finanzmarkt
2
Forecasting model
2
Informationsökonomik
2
Korrelation
2
Monte Carlo simulation
2
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Graue Literatur
19
Non-commercial literature
19
Arbeitspapier
17
Working Paper
17
Article in journal
14
Hochschulschrift
5
Thesis
4
Aufsatz im Buch
2
Book section
2
Collection of articles written by one author
1
Sammlung
1
more ...
less ...
Language
All
English
14
Author
All
Liesenfeld, Roman
14
Richard, Jean-François
5
Jung, Robert
4
Aßmann, Christian
1
Boysen-Hogrefe, Jens
1
Golosnoy, Vasyl
1
Gribisch, Bastian
1
Grothe, Oliver
1
Kleppe, Tore Selland
1
Moura, Guilherme Valle
1
Nolte, Ingmar
1
Pohlmeier, Winfried
1
Watanabe, Toshiaki
1
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometric reviews
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of econometrics
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
European financial management : the journal of the European Financial Management Association
1
Journal of applied econometrics
1
Journal of empirical finance
1
Oxford bulletin of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The Gibbs sampler with particle efficient importance sampling for state-space models
Grothe, Oliver
;
Kleppe, Tore Selland
;
Liesenfeld, Roman
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1152-1175
Persistent link: https://www.econbiz.de/10012181399
Saved in:
2
The conditional autoregressive Wishart model for multivariate stock market volatility
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Liesenfeld, Roman
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 211-223
Persistent link: https://www.econbiz.de/10009551424
Saved in:
3
Dynamic factor models for multivariate count data : an application to stock-market trading activity
Jung, Robert
;
Liesenfeld, Roman
;
Richard, Jean-François
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
1
,
pp. 73-85
Persistent link: https://www.econbiz.de/10009159117
Saved in:
4
Determinants and dynamics of current account reversals : an empirical analysis
Liesenfeld, Roman
;
Moura, Guilherme Valle
;
Richard, …
- In:
Oxford bulletin of economics and statistics
72
(
2010
)
4
,
pp. 486-517
Persistent link: https://www.econbiz.de/10003983873
Saved in:
5
The decline in German output volatility : a Bayesian analysis
Aßmann, Christian
;
Boysen-Hogrefe, Jens
;
Liesenfeld, Roman
- In:
Empirical economics : a journal of the Institute for …
37
(
2009
)
3
,
pp. 653-679
Persistent link: https://www.econbiz.de/10003900979
Saved in:
6
Classical and Bayesian analysis of unvariate and multivariate stochastic volatility models
Liesenfeld, Roman
;
Richard, Jean-François
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 335-360
Persistent link: https://www.econbiz.de/10003355771
Saved in:
7
Modelling financial transaction price movements : a dynamic integer count data model
Liesenfeld, Roman
;
Nolte, Ingmar
;
Pohlmeier, Winfried
- In:
Empirical economics : a journal of the Institute for …
30
(
2005
)
4
,
pp. 795-825
Persistent link: https://www.econbiz.de/10003233759
Saved in:
8
Univariate and multivariate stochastic volatility models : estimation and diagnostics
Liesenfeld, Roman
;
Richard, Jean-François
- In:
Journal of empirical finance
10
(
2003
)
4
,
pp. 505-531
Persistent link: https://www.econbiz.de/10001782293
Saved in:
9
Estimation of dynamic bivariate mixture models : comments on Watanabe (2000)
Liesenfeld, Roman
;
Richard, Jean-François
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
4
,
pp. 570-576
Persistent link: https://www.econbiz.de/10001807032
Saved in:
10
A generalized bivariate mixture model for stock price volatility and trading volume
Liesenfeld, Roman
- In:
Journal of econometrics
104
(
2001
)
1
,
pp. 141-178
Persistent link: https://www.econbiz.de/10001589531
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->