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  • Search: subject:"SemiNonParametric Methods"
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Subject
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Computing 1 EGARCH 1 Efficient Method of Moments 1 Estimation theory 1 Financial Time-series 1 Financial market 1 Finanzmarkt 1 Method of moments 1 Momentenmethode 1 Schätztheorie 1 SemiNonParametric Methods 1 Software 1 Statistical Software 1 Stochastic Volatility models 1 Stochastic process 1 Stochastischer Prozess 1 Time series analysis 1 Volatility 1 Volatilität 1 Zeitreihenanalyse 1
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Free 1
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Book / Working Paper 1
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
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English 1
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Sluis, Pieter J. van der 1
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Discussion paper / Tinbergen Institute 1
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ECONIS (ZBW) 1
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EmmPack 1.01 : C/C++ code for use with Ox for estimation of univariate stochastic volatility models with the efficient method of moments
Sluis, Pieter J. van der - 1998
Econometric estimation using simulation techniques, such as the efficient method of moments, may betime consuming. The use of ordinary matrix programming languages such as Gauss, Matlab, Ox or S-plus will very often cause extra delay. For the Efficient Method of Moments implemented to...
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