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isPartOf:"Applying maximum entropy to econometric problems"
subject:"Monte Carlo simulation"
~isPartOf:"The journal of computational finance"
~subject:"Entropie"
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Monte Carlo simulation
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Koster, Frank
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Applying maximum entropy to econometric problems
The journal of computational finance
Journal of econometrics
47
Econometric reviews
30
Economics letters
27
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
Computational economics
21
Discussion paper / Tinbergen Institute
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The econometrics journal
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Applied economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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European journal of operational research : EJOR
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NBER Working Paper
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Working paper / Department of Econometrics and Business Statistics, Monash University
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7
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Statistics in transition : an international journal of the Polish Statistical Association
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International journal of forecasting
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International journal of theoretical and applied finance
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A pairwise local correlation model
Koster, Frank
;
Oeltz, Daniel
- In:
The journal of computational finance
22
(
2018/2019
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012042217
Saved in:
2
Application of the Heath-Platen estimator in the Fong-Vasicek short rate model
Coskun, Sema
;
Korn, Ralf
;
Desmettre, Sascha
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012064963
Saved in:
3
Skewed target range strategy for multiperiod portfolio optimization using a two-stage least squares Monte Carlo method
Zhang, Rongju
;
Langrené, Nicolas
;
Tian, Yu
;
Klebaner, …
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 97-127
Persistent link: https://www.econbiz.de/10012065042
Saved in:
4
Monte Carlo payoff smoothing for pricing autocallable instruments
Koster, Frank
;
Rehmet, Achim
- In:
The journal of computational finance
21
(
2017/2018
)
4
,
pp. 59-77
Persistent link: https://www.econbiz.de/10011848407
Saved in:
5
Importance sampling for jump processes and applications to finance
Badouraly Kassim, Laetitia
;
Lelong, Jérôme
; …
- In:
The journal of computational finance
19
(
2015/2016
)
2
,
pp. 109-139
Persistent link: https://www.econbiz.de/10011442676
Saved in:
6
Convergence of Monte Carlo simulations involving the mean-reverting square root process
Higham, Desmond J.
;
Mao, Xuerong
- In:
The journal of computational finance
8
(
2004/2005
)
3
,
pp. 35-61
Persistent link: https://www.econbiz.de/10002996511
Saved in:
7
Omnibus tests for multivariate normality based on a class of maximum entropy distributions
Urzúa, Carlos M.
-
1997
Persistent link: https://www.econbiz.de/10001336457
Saved in:
8
Forecasting the production benefits and incidence of a public program : an integrated survey and estimation procedure applied to study the California Irrigation Management Informat...
Osgood, Daniel Edward
(
contributor
)
-
1997
Persistent link: https://www.econbiz.de/10001336459
Saved in:
9
Recovering wastewater treatment objectives : an application of entropy estimation for inverse control problems
Fernandez, Linda
-
1997
Persistent link: https://www.econbiz.de/10001336462
Saved in:
10
A Monte Carlo study of a generalized maximum entropy estimator of the binary choice model
Adkins, Lee Chester
-
1997
Persistent link: https://www.econbiz.de/10001336464
Saved in:
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