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~institution:"Centre for Analytical Finance <Århus>"
~institution:"European University Institute / Department of Economics"
~subject:"ARCH model"
~subject:"Schätztheorie"
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Search: subject_exact:"Maximum-Likelihood-Schätzung"
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ARCH model
Schätztheorie
Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Estimation theory
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Stochastic process
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1871-2000
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ARCH-Modell
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Analysis
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Bayes-Statistik
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Cointegration
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Brüggemann, Ralf
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Kelly, Leah
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Kristensen, Dennis
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Lütkepohl, Helmut
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Platen, Eckhard
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Rahbek, Anders
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Sørensen, Helle
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Centre for Analytical Finance <Århus>
European University Institute / Department of Economics
National Bureau of Economic Research
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University of Western Australia / Department of Economics
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Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
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London School of Economics and Political Science
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Rodney L. White Center for Financial Research
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Shakai-Keizai-Kenkyūsho <Osaka>
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Trinity College Dublin / Department of Economics
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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EUI working paper / ECO
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Practical problems with reduced rank ML estimators for cointegration parameters and a simple alternative
Brüggemann, Ralf
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113163
Saved in:
2
Estimation for discretely observed diffusions using transform functions
Kelly, Leah
(
contributor
);
Platen, Eckhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001763246
Saved in:
3
Asymptotics of the QMLE for a class of ARCH(q) models
Kristensen, Dennis
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702284
Saved in:
4
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
Saved in:
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