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subject:"Estimation"
subject:"Volatilität"
~type_genre:"Book section"
~person:"Ahsan, Nazmul"
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Estimation
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Ahsan, Nazmul
Songsak Sriboonchitta
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Dufour, Jean-Marie
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Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
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A simple efficient moment-based estimator for the stochastic volatility model
Ahsan, Nazmul
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Dufour, Jean-Marie
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2019
Persistent link: https://www.econbiz.de/10012244154
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