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~person:"Shephard, Neil G."
~subject:"Stochastic differential equation"
~subject:"United States"
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Stochastic differential equation
United States
Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Bayes-Statistik
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Bayesian inference
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Shephard, Neil G.
Koopman, Siem Jan
10
Wel, Michel van der
6
Bodenstein, Martin
5
Guerrieri, Luca
5
Heckman, James J.
4
Wang, Ke
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Brandt, Michael W.
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Rubio-Ramírez, Juan Francisco
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Santa-Clara, Pedro
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Wang, Yazhen
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Arias, Carlos
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Audrino, Francesco
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Aït-Sahalia, Yacine
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Bohn Nielsen, Heino
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Chang, Yoosoon
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Erceg, Christopher J.
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Fiorentini, Gabriele
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ECONIS (ZBW)
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Econometric analysis of multivariate realised QML : efficient positive semi-definite estimators of the covariation of equity prices
Shephard, Neil G.
;
Xiu, Dacheng
-
2012
Persistent link: https://www.econbiz.de/10009531407
Saved in:
2
Econometric analysis of multivariate realised QML : efficient positive semi-definite estimators of the covariation of equity prices
Shephard, Neil G.
;
Xiu, Dacheng
-
2012
Persistent link: https://www.econbiz.de/10009532682
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3
Likelihood inference for discretely observed non-linear diffusions
Elerian, Ola
;
Chib, Siddhartha
;
Shephard, Neil G.
-
2000
Persistent link: https://www.econbiz.de/10009581671
Saved in:
4
Likelihood-based estimation of latent general ARCH structures
Fiorentini, Gabriele
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10003179153
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