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subject:"Volatilität"
type_genre:"Working Paper"
~isPartOf:"CEA_372Cass working paper series"
~isPartOf:"CEMFI working paper"
~isPartOf:"Discussion papers / Department of Economics, University of Copenhagen"
~subject:"Maximum-Likelihood-Schätzung"
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Search: subject_exact:"Estimation theory"
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Volatilität
Maximum-Likelihood-Schätzung
Estimation theory
70
Schätztheorie
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Time series analysis
23
Zeitreihenanalyse
23
Statistical test
17
Statistischer Test
17
Estimation
10
Schätzung
10
Maximum likelihood estimation
9
Regression analysis
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Regressionsanalyse
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Factor analysis
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Nichtparametrisches Verfahren
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Scientific modelling
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Theory
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Multivariate Analyse
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Multivariate analysis
4
Robust statistics
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Volatility
4
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Autokorrelation
3
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English
12
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Fiorentini, Gabriele
4
Sentana, Enrique
4
Rahbek, Anders
3
Bohn Nielsen, Heino
2
Pedersen, Rasmus Søndergaard
2
Amado, Cristina
1
Cavaliere, Giuseppe
1
Johansen, Søren
1
Kurita, Takamitsu
1
Rossi, Eduardo
1
Spazzini, Filippo
1
Swensen, Anders Rygh
1
Teräsvirta, Timo
1
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1
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CEA_372Cass working paper series
CEMFI working paper
Discussion papers / Department of Economics, University of Copenhagen
Discussion paper / Tinbergen Institute
50
CREATES research paper
22
Série des documents de travail / Centre de Recherche en Économie et Statistique
14
CEMMAP working papers / Centre for Microdata Methods and Practice
11
Working paper / Department of Econometrics and Business Statistics, Monash University
11
SFB 649 discussion paper
10
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10
Working paper
10
CESifo working papers
9
CORE discussion papers : DP
8
Cowles Foundation discussion paper
8
Discussion paper
8
Discussion paper / Center for Economic Research, Tilburg University
8
Discussion papers / CEPR
8
KBI
8
Working paper / National Bureau of Economic Research, Inc.
8
Working papers
8
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
7
Discussion papers of interdisciplinary research project 373
6
Documento de trabajo
6
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Discussion paper series / IZA
5
GRIPS discussion papers
5
IES working paper
5
Queen's Economics Department working paper
5
Working papers / Rutgers University, Department of Economics
5
Discussion paper / Centre for Economic Policy Research
4
Discussion papers / Deutsches Institut für Wirtschaftsforschung
4
Discussion papers in economics
4
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
4
ERID working paper
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EUI working paper / ECO
4
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Finmap working paper
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NCER working paper series
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ECONIS (ZBW)
12
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1
Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions
Fiorentini, Gabriele
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012310522
Saved in:
2
Consistent non-Gaussian pseudo maximum likelihood estimators
Fiorentini, Gabriele
;
Sentana, Enrique
-
2018
Persistent link: https://www.econbiz.de/10011797680
Saved in:
3
Specification tests for non-Gaussian maximum likelihood estimators
Fiorentini, Gabriele
;
Sentana, Enrique
-
2018
Persistent link: https://www.econbiz.de/10011879517
Saved in:
4
Bootstrap inference on the boundary of the parameter space with application to conditional volatility models
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Pedersen, …
-
2018
Persistent link: https://www.econbiz.de/10011948862
Saved in:
5
Maximum likelihood estimation of time-varying loadings in high-dimensional factor models
2017
Persistent link: https://www.econbiz.de/10012806611
Saved in:
6
Maximum likelihood estimation and inference for high dimensional nonlinear factor models
Wang, Fa
-
2017
Persistent link: https://www.econbiz.de/10013369930
Saved in:
7
Nonstationary ARCH and GARCH with t-distributed innovations
Pedersen, Rasmus Søndergaard
;
Rahbek, Anders
-
2015
Persistent link: https://www.econbiz.de/10010515451
Saved in:
8
Neglected serial correlation tests in UCARIMA models
Fiorentini, Gabriele
;
Sentana, Enrique
-
2014
Persistent link: https://www.econbiz.de/10011408229
Saved in:
9
Conditional correlation models of autoregressive conditional heteroskedasticity with nonstationary GARCH equations
Amado, Cristina
;
Teräsvirta, Timo
-
2013
Persistent link: https://www.econbiz.de/10010440898
Saved in:
10
An I(2) cointegration model with piecewise linear trends : likelihood analysis and application
Kurita, Takamitsu
;
Bohn Nielsen, Heino
;
Rahbek, Anders
-
2009
Persistent link: https://www.econbiz.de/10003859942
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