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subject:"Theorie"
type_genre:"Non-commercial literature"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät"
~person:"Sørensen, Helle"
~type_genre:"Textbook"
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Theorie
Maximum likelihood estimation
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Sørensen, Helle
Barndorff-Nielsen, Ole E.
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
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Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
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