Narrow search
Showing 991 - 1,000 of 65,358
Cover Image
Separating Information Maximum Likelihood estimation of the integrated volatility and covariance with micro-market noise
Kunitomo, Naoto; Sato, Seisho - In: The North American journal of economics and finance : a … 26 (2013), pp. 282-309
Persistent link: https://www.econbiz.de/10010365764
Cover Image
A quasi-maximum likelihood approach for integrated covariance matrix estimation with high frequency data
Liu, Cheng; Tang, Cheng Yong - In: Journal of econometrics 180 (2014) 2, pp. 217-232
Persistent link: https://www.econbiz.de/10010433385
Cover Image
Computational issues in the estimation of the spatial probit model : a comparison of various estimators
Billé, Anna Gloria - In: The review of regional studies : a joint publ. of the … 43 (2013) 2/3, pp. 131-154
Persistent link: https://www.econbiz.de/10010382825
Cover Image
Multi-level conditional VaR estimation in dynamic models
Francq, Christian; Zakoïan, Jean-Michel - 2014
Persistent link: https://www.econbiz.de/10010390368
Cover Image
Weak identification in maximum likelihood : a question of information
Andrews, Isaiah; Mikusheva, Anna - In: The American economic review 104 (2014) 5, pp. 195-199
Persistent link: https://www.econbiz.de/10010390383
Cover Image
Likelihood estimation of consumer preferences in choice-based conjoint analysis
Halme, Merja; Kallio, Markku - In: European journal of operational research : EJOR 239 (2014) 2, pp. 556-564
Persistent link: https://www.econbiz.de/10010407802
Cover Image
Numerical analysis of volatility change point estimators for discretely sampled stochastic differential equations
Iacus, Stefano Maria; Yoshida, Nakahiro - In: Economic notes : economic review of Banca Monte dei … 39 (2010) 1/2, pp. 107-127
Persistent link: https://www.econbiz.de/10008826253
Cover Image
Quasi-maximum likelihood estimation of volatility with high frequency data
Xiu, Dacheng - In: Journal of econometrics 159 (2010) 1, pp. 235-250
Persistent link: https://www.econbiz.de/10008839925
Cover Image
Incorporating scatter search and threshold accepting in finding maximum likelihood estimates for the multinomial probit model
Liu, Yu-hsin - In: European journal of operational research : EJOR 211 (2011) 1, pp. 130-138
Persistent link: https://www.econbiz.de/10008859541
Cover Image
Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity
Meitz, Mika; Saikkonen, Pentti - 2011
Persistent link: https://www.econbiz.de/10008905452