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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~institution:"Birkbeck College / Department of Economics"
~institution:"Rodney L. White Center for Financial Research"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
Panel study
Maximum-Likelihood-Schätzung
Volatility
Estimation theory
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Schätztheorie
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Theorie
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13
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7
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Brandt, Michael W.
3
Alizadeh, Sassan
2
Diebold, Francis X.
2
Kadlec, Gregory B.
2
Bianchi, Marco
1
Dacco, Roberto
1
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1
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Birkbeck College / Department of Economics
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National Bureau of Economic Research
41
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
Centre for Analytical Finance <Århus>
6
Ekonomiska forskningsinstitutet <Stockholm>
4
European University Institute / Department of Economics
4
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3
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Federal Reserve Bank of Cleveland
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Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Centre for Microdata Methods and Practice <London>
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Computer Research Center for Economics and Management Science, National Bureau of Economic Research, inc.
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ECONIS (ZBW)
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High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002001001
Saved in:
2
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004134
Saved in:
3
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011289
Saved in:
4
Semi-parametric modelling of the term structure
Bianchi, Marco
;
Orszag, Jonathan Michael
;
Steeley, James M.
-
1997
Persistent link: https://www.econbiz.de/10000956524
Saved in:
5
Some new results on GARCH : exact formulas for the 2nd moments of the squared errors
Karanasos, Menelaos
-
1996
Persistent link: https://www.econbiz.de/10000953935
Saved in:
6
Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000930379
Saved in:
7
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
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