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subject:"Estimation"
subject:"Volatilität"
~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~institution:"Centre for Analytical Finance <Århus>"
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Estimation
Volatilität
Estimation theory
51
Schätztheorie
51
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30
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22
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22
Monte Carlo simulation
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Christensen, Bent Jesper
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Eklöf, Jan A.
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Hagerud, Gustaf E.
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Karlsson, Sune
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Löthgren, Mickael
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Ekonomiska forskningsinstitutet <Stockholm>
Centre for Analytical Finance <Århus>
National Bureau of Economic Research
59
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17
International Energy Agency
10
OECD
10
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"Econometrics of Complex Survey Data Theory and Applications" Conference <2017, Ottawa>
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>
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ECONIS (ZBW)
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Monte Carlo improvement of estimates of the mean-reverting constant elasticity of variance interest rate diffusion
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587483
Saved in:
2
Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E.
-
1997
Persistent link: https://www.econbiz.de/10000958387
Saved in:
3
A new non-linear GARCH model
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000958392
Saved in:
4
Testing and correcting for sample selection bias in discrete choice contingent valuation studies
Eklöf, Jan A.
;
Karlsson, Sune
-
1997
Persistent link: https://www.econbiz.de/10000961922
Saved in:
5
Scale efficiency and scale elasticity in DEA-models : a bootstrapping approach
Löthgren, Mickael
;
Tambour, Magnus
-
1996
Persistent link: https://www.econbiz.de/10000928606
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