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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Finance research letters"
~isPartOf:"The review of financial studies"
~subject:"Monte Carlo simulation"
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Prognoseverfahren
USA
Monte Carlo simulation
Estimation theory
86
Schätztheorie
86
Capital income
22
Estimation
22
Kapitaleinkommen
22
Schätzung
22
Theorie
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Theory
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Portfolio selection
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Bayesian inference
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Monte-Carlo-Simulation
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Option pricing theory
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Nimalendran, Mahendrarajah
2
Bazdresch, Santiago
1
Beechey, Meredith Jane
1
Bekaert, Geert
1
Boudoukh, Jacob
1
Casals, José
1
Chen, Hao
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Chernov, Mikhail
1
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1
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He, Jia
1
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Huang, Xiaozhou
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Jain, Shashi
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Kambouroudis, Dimos
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Finance research letters
The review of financial studies
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
151
Journal of econometrics
142
International journal of forecasting
117
Journal of forecasting
75
Economics letters
60
Working paper / National Bureau of Economic Research, Inc.
47
The review of economics and statistics
46
Discussion paper / Tinbergen Institute
39
Econometric reviews
35
Applied economics
31
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
30
Journal of applied econometrics
30
Computational economics
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Working paper / Department of Econometrics and Business Statistics, Monash University
29
The econometrics journal
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NBER working paper series
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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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Econometric theory
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Journal of the American Statistical Association : JASA
23
Applied economics letters
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Discussion paper series / IZA
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Working paper
22
American journal of agricultural economics
21
Economic modelling
20
Journal of empirical finance
20
CEMMAP working papers / Centre for Microdata Methods and Practice
19
CREATES research paper
19
European journal of operational research : EJOR
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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NBER Working Paper
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Oxford bulletin of economics and statistics
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Journal of banking & finance
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Journal of financial and quantitative analysis : JFQA
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Discussion paper
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Technical working paper / National Bureau of Economic Research
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Insurance / Mathematics & economics
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ECONIS (ZBW)
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A critical analysis of the Weighted Least Squares Monte Carlo method for pricing American options
Reesor, R. Mark
;
Stentoft, Lars
;
Zhu, Xiaotian
- In:
Finance research letters
64
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014531706
Saved in:
2
Estimation of fixed effects partially linear varying coefficient spatial autoregressive model with disturbances correlated in space and time
Li, Bogui
;
Chen, Hao
- In:
Finance research letters
59
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014445336
Saved in:
3
Shrinkage and thresholding approaches for expected utility portfolios : an analysis in terms of predictive ability
Dutta, Sumanjay
;
Jain, Shashi
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531731
Saved in:
4
Confidence intervals for stress test predictions
Kopeliovich, Yaacov
;
Shea, Kevin
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014472996
Saved in:
5
Estimating the US trend short-term interest rate
Beechey, Meredith Jane
;
Österholm, Pär
;
Poon, Aubrey
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473294
Saved in:
6
Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data
Lee, Kyungsub
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473319
Saved in:
7
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
8
The Chinese oil futures volatility : evidence from high-low estimator information
Huang, Xiaozhou
;
Wang, Yubao
;
Song, Juan
- In:
Finance research letters
56
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
Saved in:
9
Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures
Hartkopf, Jan Patrick
;
Reh, Laura
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473708
Saved in:
10
Conditional dynamics and the multihorizon risk-return trade-off
Chernov, Mikhail
;
Lochstoer, Lars A.
;
Lundeby, Stig R. H.
- In:
The review of financial studies
35
(
2022
)
3
,
pp. 1310-1347
Persistent link: https://www.econbiz.de/10012878991
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