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subject:"Monte-Carlo-Simulation"
subject:"Statistischer Test"
~isPartOf:"Journal of financial econometrics"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
Statistischer Test
Estimation theory
48
Schätztheorie
48
Estimation
19
Schätzung
19
Time series analysis
14
Zeitreihenanalyse
14
Volatility
13
Volatilität
13
Correlation
9
Korrelation
9
Statistical test
9
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8
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Risikoprämie
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Risk premium
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Analysis of variance
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CAPM
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Robust statistics
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Varianzanalyse
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Induktive Statistik
5
Statistical inference
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English
10
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Kleibergen, Frank
4
Kong, Lingwei
4
Zhan, Zhaoguo
4
Khalaf, Lynda
2
Peñaranda, Francisco
2
Zaffaroni, Paolo
2
Chen, Feng
1
Dunsmuir, William T.M.
1
Gungor, Sermin
1
Guo, Junjie
1
Hecq, Alain W. J.
1
Luger, Richard
1
Margaritella, Luca
1
Sancetta, Alessio
1
Schweikert, Karsten
1
Smeekes, Stephan
1
Wee, Damien C.H.
1
Xu, Ke-Li
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Journal of financial econometrics
Journal of econometrics
184
Econometric reviews
72
Economics letters
67
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
CEMMAP working papers / Centre for Microdata Methods and Practice
54
Econometric theory
50
The econometrics journal
48
Cowles Foundation discussion paper
31
Discussion paper / Tinbergen Institute
29
Econometrics : open access journal
27
Applied economics letters
25
Computational economics
25
Cowles Foundation Discussion Paper
24
Economic modelling
23
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
23
Quantitative economics : QE ; journal of the Econometric Society
21
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
Journal of the American Statistical Association : JASA
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
Working paper / Department of Econometrics and Business Statistics, Monash University
19
Working paper
18
Applied economics
17
Discussion paper series / IZA
17
NBER Working Paper
17
European journal of operational research : EJOR
15
CREATES research paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Working paper / National Bureau of Economic Research, Inc.
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Journal of time series econometrics
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NBER working paper series
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Discussion paper / Center for Economic Research, Tilburg University
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Discussion papers of interdisciplinary research project 373
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IZA Discussion Paper
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OECD Guidelines for the Testing of Chemicals, Section 2
11
Cambridge working papers in economics
10
Oxford bulletin of economics and statistics
10
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Comment on: identification robust testing of risk premia in finite samples
Zaffaroni, Paolo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 303-305
Persistent link: https://www.econbiz.de/10014314744
Saved in:
2
Rejoinder on: identification robust testing of risk premia in finite samples
Kleibergen, Frank
;
Kong, Lingwei
;
Zhan, Zhaoguo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 311-315
Persistent link: https://www.econbiz.de/10014314746
Saved in:
3
Granger causality testing in high-dimensional VARs : a post-double-selection procedure
Hecq, Alain W. J.
;
Margaritella, Luca
;
Smeekes, Stephan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 915-958
Persistent link: https://www.econbiz.de/10014314841
Saved in:
4
A new test for multiple predictive regression
Xu, Ke-Li
;
Guo, Junjie
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 119-156
Persistent link: https://www.econbiz.de/10014526308
Saved in:
5
Exact inference in long-horizon predictive quantile regressions with an application to stock returns
Gungor, Sermin
;
Luger, Richard
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 746-788
Persistent link: https://www.econbiz.de/10012654991
Saved in:
6
Comment on: identification robust testing of risk premia in finite samples
Khalaf, Lynda
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 298-302
Persistent link: https://www.econbiz.de/10014314743
Saved in:
7
Discussion of identification robust testing of risk premia in finite samples
Peñaranda, Francisco
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 306-310
Persistent link: https://www.econbiz.de/10014314745
Saved in:
8
Bootstrap confidence intervals and hypothesis testing for market information shares
Schweikert, Karsten
- In:
Journal of financial econometrics
19
(
2021
)
5
,
pp. 934-959
Persistent link: https://www.econbiz.de/10012799055
Saved in:
9
Intraday end-of-day volume prediction
Sancetta, Alessio
- In:
Journal of financial econometrics
19
(
2021
)
3
,
pp. 472-495
Persistent link: https://www.econbiz.de/10012654952
Saved in:
10
Likelihood inference for a COGARCH process using sequential Monte Carlo
Wee, Damien C.H.
;
Chen, Feng
;
Dunsmuir, William T.M.
- In:
Journal of financial econometrics
17
(
2019
)
2
,
pp. 229-253
Persistent link: https://www.econbiz.de/10012054439
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