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~person:"Breitung, Jörg"
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Breitung, Jörg
Liesenfeld, Roman
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Generalized method of moments estimation
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Modeling and forecasting of realized covariance matrices of asset returns using state-space models
Hartkopf, Jan Patrick
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2021
Persistent link: https://www.econbiz.de/10013264907
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2
Simulation based methods of moments in empirical finance
Liesenfeld, Roman
;
Breitung, Jörg
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1998
Persistent link: https://www.econbiz.de/10010405873
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3
Simulation based method of moments
Liesenfeld, Roman
;
Breitung, Jörg
- In:
Generalized method of moments estimation
,
(pp. 275-300)
.
1999
Persistent link: https://www.econbiz.de/10001437816
Saved in:
4
Simulation based methods of moments in empirical finance
Liesenfeld, Roman
;
Breitung, Jörg
-
1998
Persistent link: https://www.econbiz.de/10000992441
Saved in:
5
Simulation based methods of moments in empirical finance
Liesenfeld, Roman
-
1998
Persistent link: https://www.econbiz.de/10013268645
Saved in:
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