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Simulation based methods of moments in empirical finance
Liesenfeld, Roman; Breitung, Jörg - 1998
Persistent link: https://www.econbiz.de/10010309846
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Simulation based methods of moments in empirical finance
Liesenfeld, Roman; Breitung, Jörg - 1998
Persistent link: https://www.econbiz.de/10010435577
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Simulation based methods of moments in empirical finance
Liesenfeld, Roman; Breitung, Jörg - Wirtschaftswissenschaftlichen Fakultät, … - 1998
Persistent link: https://www.econbiz.de/10011097483
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Simulation based method of moments
Liesenfeld, Roman; Breitung, Jörg - In: Generalized method of moments estimation, (pp. 275-300). 1999
Persistent link: https://www.econbiz.de/10001437816
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Simulation based methods of moments in empirical finance
Liesenfeld, Roman; Breitung, Jörg - 1998
Persistent link: https://www.econbiz.de/10000992441
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Simulation based methods of moments in empirical finance
Liesenfeld, Roman; Breitung, Jörg - 1998
Persistent link: https://www.econbiz.de/10010405873
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Simulation based methods of moments in empirical finance
Liesenfeld, Roman; Breitung, Jörg - 1998
Persistent link: https://www.econbiz.de/10009578008
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Modeling and forecasting of realized covariance matrices of asset returns using state-space models
Hartkopf, Jan Patrick - 2021
Persistent link: https://www.econbiz.de/10013264907
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Simulation based methods of moments in empirical finance
Liesenfeld, Roman - 1998
Persistent link: https://www.econbiz.de/10013268645
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Uncovered interest parity: What can we learn from panel data?
Breitung, Jörg; Brüggemann, Ralf - Sonderforschungsbereich 373, Quantifikation und … - 2000
Persistent link: https://www.econbiz.de/10010983443