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subject:"Volatility"
~isPartOf:"Economic modelling"
~subject:"Maximum likelihood estimation"
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Search: subject_exact:"Maximum-Likelihood-Methode"
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Volatility
Maximum likelihood estimation
Maximum-Likelihood-Schätzung
12
Estimation theory
8
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8
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7
Stochastischer Prozess
7
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Economic modelling
Journal of econometrics
135
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58
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40
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ECONIS (ZBW)
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1
Can you jump this high? : quantifying barriers to market participation
Guerini, Mattia
;
Musso, Patrick
;
Nesta, Lionel
- In:
Economic modelling
98
(
2021
),
pp. 192-217
Persistent link: https://www.econbiz.de/10012793892
Saved in:
2
Statistical inference of partially linear varying coefficient spatial autoregressive models
Wei, Chuanhua
;
Guo, Shuang
;
Zhai, Shufen
- In:
Economic modelling
64
(
2017
),
pp. 553-559
Persistent link: https://www.econbiz.de/10011761310
Saved in:
3
Stochastic unit root processes : maximum likelihood estimation, and new Lagrange multiplier and likelihood ratio tests
Yoon, Gawon
- In:
Economic modelling
52
(
2016
),
pp. 725-732
Persistent link: https://www.econbiz.de/10011643010
Saved in:
4
Reducible diffusions with time-varying transformations with application to short-term interest rates
Bu, Ruijun
;
Cheng, Jie
;
Hadri, Kaddour
- In:
Economic modelling
52
(
2016
),
pp. 266-277
Persistent link: https://www.econbiz.de/10011645653
Saved in:
5
A novel jump diffusion model based on SGT distribution and its applications
Xu, Weijun
;
Liu, Guifang
;
Li, Hongyi
- In:
Economic modelling
59
(
2016
),
pp. 74-92
Persistent link: https://www.econbiz.de/10011647763
Saved in:
6
Parameter identification in mixed Brownian-fractional Brownian motions using Powell's optimization algorithm
Zhang, Pu
;
Sun, Qi
;
Xiao, Wei-lin
- In:
Economic modelling
40
(
2014
),
pp. 314-319
Persistent link: https://www.econbiz.de/10010425614
Saved in:
7
Parameter identification for fractional Ornstein-Uhlenbeck processes based on discrete observation
Zhang, Pu
;
Xiao, Wei-lin
;
Zhang, Xi-li
;
Niu, Pan-qiang
- In:
Economic modelling
36
(
2014
),
pp. 198-203
Persistent link: https://www.econbiz.de/10010412366
Saved in:
8
On ridge estimators for the negative binomial regression model
Månsson, Kristofer
- In:
Economic modelling
29
(
2012
)
2
,
pp. 178-184
Persistent link: https://www.econbiz.de/10009536040
Saved in:
9
A new energy model to capture the behavior of energy price processes
Xu, Weijun
;
Sun, Qi
;
Xiao, Weilin
- In:
Economic modelling
29
(
2012
)
5
,
pp. 1585-1591
Persistent link: https://www.econbiz.de/10009667202
Saved in:
10
Warrant pricing under GARCH diffusion model
Wu, Xin-yu
;
Ma, Chao-qun
;
Wang, Shouyang
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2237-2244
Persistent link: https://www.econbiz.de/10009673781
Saved in:
11
Estimating semi-parametric output distance functions with neural-based reduced form equations using LIML
Vouldis, Angelos T.
;
Michaelides, Panayotis G.
; …
- In:
Economic modelling
27
(
2010
)
3
,
pp. 697-704
Persistent link: https://www.econbiz.de/10003995578
Saved in:
12
Testing for the New Keynesian Phillips Curve : additional international evidence
Jondeau, Eric
;
Le Bihan, Hervé
- In:
Economic modelling
22
(
2005
)
3
,
pp. 521-550
Persistent link: https://www.econbiz.de/10002770207
Saved in:
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