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subject:"Großbritannien"
subject:"Volatilität"
~isPartOf:"Computational economics"
~language:"eng"
~subject:"Monte-Carlo-Simulation"
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Großbritannien
Volatilität
Monte-Carlo-Simulation
Estimation theory
107
Schätztheorie
107
Time series analysis
31
Zeitreihenanalyse
31
Monte Carlo simulation
21
Regression analysis
20
Regressionsanalyse
20
Estimation
19
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18
Nichtparametrisches Verfahren
13
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10
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10
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9
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9
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Boubaker, Heni
3
Månsson, Kristofer
2
Shukur, Ghazi
2
Aloy, Marcel
1
Bartolucci, Francesco
1
Behrenz, Lars
1
Bessler, David A.
1
Bryant, Henry L.
1
Cagnone, Silvia
1
Choudhry, Taufiq
1
De Luca, Giuseppe
1
Dempsey, Michael
1
Gibson, Heather D.
1
Guo, Jin
1
Hall, Stephen G.
1
Hiyama, Naruto
1
Juneja, Januj Amar
1
Karapınar, Barış
1
Karlsson, Peter S.
1
Khorunzhina, Natalia
1
Kibria, B. M. Golam
1
Kumar, Sumit
1
Kundu, Arindam
1
Liang, Kun
1
Lux, Thomas
1
Magnus, Jan R.
1
Maugeri, Novella
1
Mozumder, Sharif
1
Otero, Jesús G.
1
Panagiōtidēs, Theodōros
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Papapanagiotou, Georgios
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Peracchi, Franco
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Richard, Jean-François
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Sjölander, Pär
1
Strumann, Christoph
1
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1
Tavlas, George S.
1
Tomar, Nutan Kumar
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Truchis, Gilles de
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Computational economics
Journal of econometrics
154
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
Economics letters
49
Discussion paper / Tinbergen Institute
43
Econometric reviews
40
Economic modelling
29
Econometric theory
24
Working paper / National Bureau of Economic Research, Inc.
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
NBER Working Paper
22
The econometrics journal
22
Applied economics
21
Journal of empirical finance
20
International journal of forecasting
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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NBER working paper series
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Applied economics letters
18
Quantitative finance
18
CREATES research paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
Econometrics : open access journal
16
Finance research letters
16
International journal of theoretical and applied finance
16
Journal of banking & finance
16
Oxford bulletin of economics and statistics
16
CEMMAP working papers / Centre for Microdata Methods and Practice
15
European journal of operational research : EJOR
15
Journal of financial econometrics
15
Journal of forecasting
15
Working paper
14
Journal of applied econometrics
13
Journal of risk and financial management : JRFM
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
The North American journal of economics and finance : a journal of financial economics studies
12
Working paper / Department of Econometrics and Business Statistics, Monash University
12
Discussion paper
11
Journal of the American Statistical Association : JASA
11
Risks : open access journal
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
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1
Weighted-Average Least Squares (WALS) : confidence and prediction intervals
De Luca, Giuseppe
;
Magnus, Jan R.
;
Peracchi, Franco
- In:
Computational economics
61
(
2023
)
4
,
pp. 1637-1664
Persistent link: https://www.econbiz.de/10014327098
Saved in:
2
Bayesian estimation of agent-based models via adaptive particle Markov chain Monte Carlo
Lux, Thomas
- In:
Computational economics
60
(
2022
)
2
,
pp. 451-477
Persistent link: https://www.econbiz.de/10013380785
Saved in:
3
Estimating the unrestricted and restricted Liu estimators for the Poisson regression model : method and application
Månsson, Kristofer
;
Kibria, B. M. Golam
- In:
Computational economics
58
(
2021
)
2
,
pp. 311-326
Persistent link: https://www.econbiz.de/10012615004
Saved in:
4
Multivariate cointegration and temporal aggregation : some further simulation results
Otero, Jesús G.
;
Panagiōtidēs, Theodōros
; …
- In:
Computational economics
59
(
2022
)
1
,
pp. 59-70
Persistent link: https://www.econbiz.de/10013168902
Saved in:
5
Optimality between time of estimation and reliability of model results in the Monte Carlo method : a case for a CGE model
Tanaka, Tetsuji
;
Guo, Jin
;
Hiyama, Naruto
;
Karapınar, …
- In:
Computational economics
59
(
2022
)
1
,
pp. 151-176
Persistent link: https://www.econbiz.de/10013168933
Saved in:
6
Best subset selection for double-threshold-variable autoregressive moving-average models : the Bayesian approach
Zheng, Xiaobing
;
Liang, Kun
;
Xia, Qiang
;
Zhang, Dabin
- In:
Computational economics
59
(
2022
)
3
,
pp. 1175-1201
Persistent link: https://www.econbiz.de/10013169238
Saved in:
7
A computational analysis of the tradeoff in the estimation of different state space specifications of continuous time affine term structure models
Juneja, Januj Amar
- In:
Computational economics
60
(
2022
)
1
,
pp. 173-220
Persistent link: https://www.econbiz.de/10013262506
Saved in:
8
Option pricing model biases : Bayesian and Markov Chain Monte Carlo regression analysis
Mozumder, Sharif
;
Choudhry, Taufiq
;
Dempsey, Michael
- In:
Computational economics
57
(
2021
)
4
,
pp. 1287-1305
Persistent link: https://www.econbiz.de/10012543312
Saved in:
9
Bayesian estimation for high-frequency volatility models in a time deformed framework
Santos, Antonio A. F.
- In:
Computational economics
57
(
2021
)
2
,
pp. 455-479
Persistent link: https://www.econbiz.de/10012486920
Saved in:
10
Wavelet estimation performance of fractional integrated processes with heavy-tails
Boubaker, Heni
- In:
Computational economics
55
(
2020
)
2
,
pp. 473-498
Persistent link: https://www.econbiz.de/10012223642
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