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  • Search: subject:"Residual sieve maximum likelihood"
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Year of publication
Subject
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ARCH model 3 ARCH-Modell 3 Estimation theory 3 Maximum likelihood estimation 3 Maximum-Likelihood-Schätzung 3 Multivariate Verteilung 3 Multivariate distribution 3 Nichtparametrisches Verfahren 3 Nonparametric statistics 3 Residual copulas 3 Residual sieve maximum likelihood 3 Schätztheorie 3 Semi-nonparametric dynamic models 3 Semiparametric efficiency 3 Time series analysis 3 Zeitreihenanalyse 3 Semiparametric multistep 2 Semi-nonparametric multi-step 1
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Online availability
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Free 2 Undetermined 1
Type of publication
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Book / Working Paper 2 Article 1
Type of publication (narrower categories)
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Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Working Paper 2 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 3
Author
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Chen, Xiaohong 3 Huang, Zhuo 3 Yi, Yanping 3
Published in...
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Cowles Foundation discussion paper 1 Journal of econometrics 1 Working paper series 1
Source
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ECONIS (ZBW) 3
Showing 1 - 3 of 3
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Efficient estimation of multivariate semi-nonparametric GARCH filtered Copula models
Chen, Xiaohong; Huang, Zhuo; Yi, Yanping - 2020 - Revised October 9, 2019
Persistent link: https://www.econbiz.de/10015054147
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Cover Image
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Chen, Xiaohong; Huang, Zhuo; Yi, Yanping - 2019 - Revised October 2019
Persistent link: https://www.econbiz.de/10012153489
Saved in:
Cover Image
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Chen, Xiaohong; Huang, Zhuo; Yi, Yanping - In: Journal of econometrics 222 (2021) 1,2, pp. 484-501
Persistent link: https://www.econbiz.de/10012619712
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