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person:"Corsi, Fulvio"
subject:"Volatilität"
~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~person:"Härdle, Wolfgang"
~person:"Koopman, Siem Jan"
~subject:"Bootstrap-Verfahren"
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Volatilität
Bootstrap-Verfahren
Börsenkurs
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Estimation
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Estimation theory
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Schätztheorie
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Stochastischer Prozess
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Corsi, Fulvio
Härdle, Wolfgang
Koopman, Siem Jan
Bulkley, George
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Daníelsson, Jón
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Robinson, Peter M.
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Sandmann, Gleb
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Discussion paper series / LSE Financial Markets Group
Discussion paper / Tinbergen Institute
9
Discussion papers of interdisciplinary research project 373
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CORE discussion paper : DP
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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SFB 649 discussion paper
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Discussion paper / A
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Econometric reviews
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Finance and stochastics
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Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
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Global COE Hi-Stat discussion paper series
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Handbook of financial time series
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International journal of forecasting
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Nonparametric dynamic modelling
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Quaderni del Dipartimento di economia politica e statistica
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Research paper series / Swiss Finance Institute
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Tinbergen Institute Discussion Paper 09-110/4
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Tinbergen Institute Discussion Paper 20-004/III
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Tinbergen Institute Discussion Paper 2018-027/III
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ECONIS (ZBW)
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Maximum likelihood estimation of stochastic volatility models
Sandmann, Gleb
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Koopman, Siem Jan
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1996
Persistent link: https://www.econbiz.de/10000953379
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