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person:"White, Halbert"
type_genre:"Article in journal"
~isPartOf:"Finance research letters"
~person:"Boudreault, Mathieu"
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Estimation theory
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Schätztheorie
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Aktienindex
1
Credit risk
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Filtering
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Kreditrisiko
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Noisy prices
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White, Halbert
Boudreault, Mathieu
Kim, Tae-hwan
3
Ardia, David
2
Auer, Benjamin R.
2
Chiu, Wan-Yi
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De Luca, Giovanni
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Kim, Yunmi
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Madan, Dilip B.
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Rivieccio, Giorgia
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Finance research letters
Journal of econometrics
11
Econometric theory
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Econometrics : open access journal
2
Journal of economic dynamics & control
2
Quantitative economics : QE ; journal of the Econometric Society
2
Econometric reviews
1
Economics letters
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Econométrie non linéaire asymptotique
1
Journal of the American Statistical Association : JASA
1
Journal of time series econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Firm-specific credit risk estimation in the presence of regimes and noisy prices
Bégin, Jean-François
;
Boudreault, Mathieu
;
Gauthier, …
- In:
Finance research letters
23
(
2017
),
pp. 306-313
Persistent link: https://www.econbiz.de/10011808423
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2
On more robust estimation of skewness and kurtosis
Kim, Tae-hwan
;
White, Halbert
- In:
Finance research letters
1
(
2004
)
1
,
pp. 56-73
Persistent link: https://www.econbiz.de/10003307251
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