On the applicability of maximum likelihood methods: From experimental to financial data
Year of publication: |
2016
|
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Authors: | Jakusch, Sven Thorsten |
Publisher: |
Frankfurt a. M. : Goethe University Frankfurt, SAFE - Sustainable Architecture for Finance in Europe |
Subject: | Utility Functions | Model Selection | Parameter Elicitation |
Series: | SAFE Working Paper ; 148 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.2139/ssrn.2845871 [DOI] 869496654 [GVK] hdl:10419/146784 [Handle] RePEc:zbw:safewp:148 [RePEc] |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C35 - Discrete Regression and Qualitative Choice Models ; C49 - Econometric and Statistical Methods: Special Topics. Other ; C51 - Model Construction and Estimation ; C52 - Model Evaluation and Testing |
Source: |
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On the applicability of maximum likelihood methods : from experimental to financial data
Jakusch, Sven Thorsten, (2016)
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On the applicability of maximum likelihood methods: From experimental to financial data
Jakusch, Sven Thorsten, (2017)
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On the applicability of maximum likelihood methods: From experimental to financial data
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