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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~person:"Koopman, Siem Jan"
~person:"Watson, Mark W."
~subject:"Volatilität"
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Time series analysis
United States
Volatilität
Estimation
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Schätzung
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Bid-ask spread
1
Börsenkurs
1
Estimation theory
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Geld-Brief-Spanne
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Schätztheorie
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Share price
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State space model
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Stochastic process
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Stochastischer Prozess
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Koopman, Siem Jan
Watson, Mark W.
Timmermann, Allan
4
Sandmann, Gleb
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Sullivan, Ryan
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White, Halbert
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Board, John L. G.
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Bulkley, George
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Daníelsson, Jón
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Henry, Mark S.
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Discussion paper series / LSE Financial Markets Group
Discussion paper / Tinbergen Institute
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Nonlinear time series analysis of business cycles
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Reducing inflation : motivation and strategy
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Symposium on developments in business cycle research
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The methodology and practice of econometrics : a Festschrift in honour of David F. Hendry
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Maximum likelihood estimation of stochastic volatility models
Sandmann, Gleb
;
Koopman, Siem Jan
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1996
Persistent link: https://www.econbiz.de/10000953379
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