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subject:"Volatilität"
type_genre:"Working Paper"
~institution:"CONRAD"
~institution:"Federal Reserve Bank of Cleveland"
~subject:"Maximum likelihood estimation"
~subject:"Monte Carlo simulation"
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Volatilität
Maximum likelihood estimation
Monte Carlo simulation
Estimation theory
3
Schätztheorie
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Maximum-Likelihood-Schätzung
2
Theorie
2
Theory
2
Currency option
1
Density Forecasts
1
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1
Estimation
1
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Option pricing theory
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Optionspreistheorie
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Christiano, Lawrence J.
1
Craig, Ben R.
1
Jansson, Leif
1
Keller, Joachim G.
1
Mellander, Erik
1
Vigfusson, Robert J.
1
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CONRAD
Federal Reserve Bank of Cleveland
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
Centre for Analytical Finance <Århus>
5
Birkbeck College / Department of Economics
4
Rodney L. White Center for Financial Research
3
Ekonomiska forskningsinstitutet <Stockholm>
2
European University Institute / Department of Economics
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
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1
Centre for Quantitative Economics & Computing
1
Computer Research Center for Economics and Management Science, National Bureau of Economic Research, inc.
1
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1
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Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
Massachusetts Institute of Technology / Department of Economics
1
National Bureau of Economic Research
1
National Bureau of Economic Research inc.
1
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Shakai-Keizai-Kenkyūsho <Osaka>
1
Trinity College Dublin / Department of Economics
1
Universitetet i Oslo / Økonomisk institutt
1
University of Western Ontario / Department of Economics
1
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Federal Reserve Bank of Cleveland working paper series
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Working paper / Industriens Utredningsinstitut
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ECONIS (ZBW)
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The empirical performance of option-based densities of foreign exchange
Craig, Ben R.
(
contributor
);
Keller, Joachim G.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002542714
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2
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:
3
CONRAD : A maximum likelihood program for estimation of simultaneous equations models that are non-linear in the parameters
Jansson, Leif
;
Mellander, Erik
-
1984
Persistent link: https://www.econbiz.de/10003065184
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