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subject:"Theorie"
~person:"Vigfusson, Robert J."
~person:"Yu, Jun"
~subject:"Theory"
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Search: subject_exact:"Maximum-Likelihood-Schätzfunktion"
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Theorie
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Maximum likelihood estimation
21
Maximum-Likelihood-Schätzung
21
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12
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12
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6
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Vigfusson, Robert J.
Yu, Jun
Koopman, Siem Jan
25
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11
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10
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9
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9
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8
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8
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8
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8
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8
Lucas, André
7
Mosso, Stefano
7
Skoglund, Jimmy
7
Croux, Christophe
6
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6
Jansson, Michael
6
Johansen, Søren
6
Kilian, Lutz
6
Lee, Lung-fei
6
Nielsen, Morten Ørregaard
6
Seidel, Wilfried
6
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6
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5
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5
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5
Chan, Felix
5
Christiano, Lawrence J.
5
Eisenhauer, Philipp
5
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5
Hodrick, Robert J.
5
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5
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5
Prosdocimi, Ilaria
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ECONIS (ZBW)
13
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1
Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462517
Saved in:
2
Jackknifing bond option prices
Phillips, Peter C. B.
;
Yu, Jun
-
2003
Persistent link: https://www.econbiz.de/10001735077
Saved in:
3
Jackknifing bond option prices
Phillips, Peter C. B.
;
Yu, Jun
-
2002
Persistent link: https://www.econbiz.de/10001727120
Saved in:
4
On leverage in a stochastic volatility model
Yu, Jun
- In:
Journal of econometrics
127
(
2005
)
2
,
pp. 165-178
Persistent link: https://www.econbiz.de/10002905096
Saved in:
5
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
Saved in:
6
Empirical characteristic functions estimation and its applications
Yu, Jun
- In:
Econometric reviews
23
(
2004
)
2
,
pp. 93-123
Persistent link: https://www.econbiz.de/10002131153
Saved in:
7
Maximum likelihood in the frequency domain : the importance of time-to-plan
Christiano, Lawrence J.
;
Vigfusson, Robert J.
- In:
Journal of monetary economics
50
(
2003
)
4
,
pp. 789-815
Persistent link: https://www.econbiz.de/10001769058
Saved in:
8
Empirical characteristic function in time series estimation
Knight, John L.
;
Yu, Jun
- In:
Econometric theory
18
(
2002
)
3
,
pp. 691-721
Persistent link: https://www.econbiz.de/10001673452
Saved in:
9
Maximum likelihood in the frequency domain : the importance of time-to-plan
Christiano, Lawrence J.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001582782
Saved in:
10
Maximum likelihood in the frequency domain : a time to build example
Christiano, Lawrence J.
;
Vigfusson, Robert J.
-
1999
Persistent link: https://www.econbiz.de/10001376962
Saved in:
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