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Estimating stochastic volatility models using realized measures
Bekierman, Jeremias
;
Gribisch, Bastian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
3
,
pp. 279-300
Persistent link: https://www.econbiz.de/10011507527
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2
Parameter
driven
multi-state duration models : simulated vs. approximate maximum likelihood estimation
Monteiro, André Antonio
-
2008
-
This version: February 15, 2008
-form expressions for the implied data density are not available. This is a common and well-known problem for most
parameter
driven
…
Persistent link: https://www.econbiz.de/10011374420
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