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~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
~subject:"Theory"
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Search: subject_exact:"Maximum-Likelihood-Schätzung"
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Maximum likelihood estimation
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Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
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contributor
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
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2
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
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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
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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:
5
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
6
Approximate maximum likelihood estimation of discretely observed diffusion processes
Poulsen, Rolf
-
1999
Persistent link: https://www.econbiz.de/10009779515
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