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subject:"Maximum likelihood estimation"
~person:"Phillips, Peter C. B."
~person:"Zhou, Wang"
~subject:"Simulation"
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Maximum likelihood estimation
Simulation
Maximum-Likelihood-Schätzung
4
Resampling
4
Resampling method
4
Bias
3
Interest rate derivative
3
Option pricing theory
3
Optionspreistheorie
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Systematischer Fehler
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Theory
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Yield curve
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Zinsderivat
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Zinsstruktur
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Estimation theory
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Induktive Statistik
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Method of moments
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Nonparametric statistics
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Phillips, Peter C. B.
Zhou, Wang
Berkowitz, Jeremy
4
Birgean, Ionel
4
Kilian, Lutz
4
Yu, Jun
3
Hahn, Jinyong
1
Hebbel, Hartmut
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Jing, Bingyi
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Kończak, Grzegorz
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Liu, Xueyuan
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Rammert, Stefan
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Sattar Muneera, Yaseen Ali
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Journal of the American Statistical Association : JASA
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The review of financial studies
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ECONIS (ZBW)
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Jackknifing bond option prices
Phillips, Peter C. B.
;
Yu, Jun
-
2003
Persistent link: https://www.econbiz.de/10001735077
Saved in:
2
Jackknifing bond option prices
Phillips, Peter C. B.
;
Yu, Jun
-
2002
Persistent link: https://www.econbiz.de/10001727120
Saved in:
3
Jackknife empirical likelihood
Jing, Bingyi
;
Yuan, Junqing
;
Zhou, Wang
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
487
,
pp. 1224-1232
Persistent link: https://www.econbiz.de/10003902863
Saved in:
4
Jackknifing bond option prices
Phillips, Peter C. B.
;
Yu, Jun
- In:
The review of financial studies
18
(
2005
)
2
,
pp. 707-742
Persistent link: https://www.econbiz.de/10002882119
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