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isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
subject:"Monte-Carlo-Simulation"
~language:"eng"
~subject:"ARCH-Modell"
~subject:"Core"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
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Estimation theory
25
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Christensen, Bent Jesper
2
Barndorff-Nielsen, Ole E.
1
Bladt, Mogens
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Hansen, Peter Reinhard
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Lunde, Asger
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Centre for Analytical Finance <Århus>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
Journal of econometrics
93
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
48
Econometric theory
44
Economics letters
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Econometric reviews
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Discussion paper / Tinbergen Institute
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The econometrics journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of forecasting
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Semiparametric inference in a GARCH-in-Mean model
Christensen, Bent Jesper
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003774701
Saved in:
2
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Saved in:
3
Regular and modified kernel-based estimators of integrated variance : the case with independent noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491800
Saved in:
4
Statistical inference for discretely observed Markov jump processes
Bladt, Mogens
(
contributor
);
Sørensen, Michael
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793919
Saved in:
5
Efficient control variates for Monte-Carlo valuation of American options
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724268
Saved in:
6
Monte Carlo improvement of estimates of the mean-reverting constant elasticity of variance interest rate diffusion
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587483
Saved in:
7
Boundary and bias correction in kernel hazard estimation
Nielsen, Jens Perch
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543238
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