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subject:"Monte Carlo simulation"
subject:"Volatility"
~isPartOf:"The econometrics journal"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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Monte Carlo simulation
Volatility
Statistical distribution
Estimation theory
268
Schätztheorie
268
Nichtparametrisches Verfahren
59
Nonparametric statistics
59
Regression analysis
55
Regressionsanalyse
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39
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Wu, Ximing
2
Abadir, Karim Maher
1
Adams, Christopher P.
1
Arvanitis, Stelios
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1
Bansal, Prateek
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1
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1
Du, Zaichao
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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The econometrics journal
Journal of econometrics
197
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
81
Economics letters
67
Discussion paper / Tinbergen Institute
57
Econometric reviews
57
Insurance / Mathematics & economics
48
Econometric theory
46
CEMMAP working papers / Centre for Microdata Methods and Practice
31
Economic modelling
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Computational economics
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International journal of forecasting
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Statistics in transition : an international journal of the Polish Statistical Association
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Econometrics : open access journal
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European journal of operational research : EJOR
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Discussion paper / Center for Economic Research, Tilburg University
20
Journal of risk and financial management : JRFM
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Working paper / National Bureau of Economic Research, Inc.
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Risks : open access journal
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International journal of theoretical and applied finance
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
16
Working paper
16
Working paper / Department of Econometrics and Business Statistics, Monash University
16
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1
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
2
Distributional robustness of K-class estimators and the PULSE
Jakobsen, Martin Emil
;
Peters, Jonas
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 404-432
Persistent link: https://www.econbiz.de/10013253842
Saved in:
3
Designed quadrature to approximate integrals in maximum simulated likelihood estimation
Bansal, Prateek
;
Keshavarzzadeh, Vahid
;
Guevara, Angelo
; …
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 301-321
Persistent link: https://www.econbiz.de/10013253833
Saved in:
4
Distribution regression in duration analysis : an application to unemployment spells
Delgado, Miguel A.
;
García, Andrés
;
Sant'Anna, Pedro H. C.
- In:
The econometrics journal
25
(
2022
)
3
,
pp. 675-698
Persistent link: https://www.econbiz.de/10013399857
Saved in:
5
Estimation of dynamic models of recurrent events with censored data
Lee, Sanghyeok
;
Gørgens, Tue
- In:
The econometrics journal
24
(
2021
)
2
,
pp. 199-224
Persistent link: https://www.econbiz.de/10012594987
Saved in:
6
Online estimation of DSGE models
Cai, Michael
;
Del Negro, Marco
;
Herbst, Edward P.
; …
- In:
The econometrics journal
24
(
2021
)
1
,
pp. C33-C58
Persistent link: https://www.econbiz.de/10012504440
Saved in:
7
Large mixed-frequency VARs with a parsimonious time-varying parameter structure
Götz, Thomas B.
;
Hauzenberger, Klemens
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 442-461
Persistent link: https://www.econbiz.de/10012620715
Saved in:
8
A guided nonparametric goodness-of-fit test with application to income distributions
Wen, Kuangyu
;
Wu, Ximing
- In:
The econometrics journal
22
(
2019
)
3
,
pp. 207-222
Persistent link: https://www.econbiz.de/10012166735
Saved in:
9
Quantile-based smooth transition value at risk estimation
Hubner, Stefan
;
Čížek, Pavel
- In:
The econometrics journal
22
(
2019
)
3
,
pp. 241-261
Persistent link: https://www.econbiz.de/10012166749
Saved in:
10
Testing for changing volatility
Wu, Jilin
;
Xiao, Zhijie
- In:
The econometrics journal
21
(
2018
)
2
,
pp. 192-217
Persistent link: https://www.econbiz.de/10012166609
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