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subject:"Volatilität"
type_genre:"Working Paper"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Monte-Carlo-Simulation"
~subject:"United States"
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Search: subject_exact:"Estimation theory"
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Volatilität
Monte-Carlo-Simulation
United States
Estimation theory
162
Schätztheorie
162
Time series analysis
62
Zeitreihenanalyse
62
Nichtparametrisches Verfahren
41
Nonparametric statistics
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Estimation
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Australia
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Martin, Gael M.
5
Gao, Jiti
4
Frazier, David T.
3
Robert, Christian P.
3
Zhang, Xibin
3
Forbes, Catherine Scipione
2
King, Maxwell L.
2
Maneesoonthorn, Worapree
2
Athanasopoulos, George
1
Chen, Xiangjin B.
1
Cheng, Tingting
1
Feng, Guohua
1
Harris, David
1
Hong, Han
1
Kew, Hsein
1
Leung, Patrick
1
Li, Degui
1
McCabe, Brendan Peter Martin
1
McCabe, Brendon P. M.
1
Peng, Bin
1
Poskitt, Donald Stephen
1
Shang, Han Lin
1
Silvapulle, Paramsothy
1
Taylor, Robert
1
Vahid, Farshid
1
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1
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Working paper / Department of Econometrics and Business Statistics, Monash University
Working paper / National Bureau of Economic Research, Inc.
51
Discussion paper / Tinbergen Institute
45
CREATES research paper
27
CEMMAP working papers / Centre for Microdata Methods and Practice
20
Discussion paper series / IZA
19
Technical working paper / National Bureau of Economic Research
16
Working paper
16
Discussion paper / Centre for Economic Policy Research
13
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12
Série des documents de travail / Centre de Recherche en Économie et Statistique
12
Working papers
11
SFB 649 discussion paper
10
CESifo working papers
9
Finance and economics discussion series
9
Report / Econometric Institute, Erasmus University Rotterdam
9
Discussion paper
8
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
KBI
8
NBER working paper series
8
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
8
Working papers / Rutgers University, Department of Economics
8
Discussion paper / Department of Economics, University of California San Diego
7
Discussion paper series
7
CORE discussion paper : DP
6
CORE discussion papers : DP
6
Cowles Foundation discussion paper
6
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
6
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6
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Discussion paper / Center for Economic Research, Tilburg University
5
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Discussion papers of interdisciplinary research project 373
5
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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Computing bayes : from then 'til now
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2022
Persistent link: https://www.econbiz.de/10013494406
Saved in:
2
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
3
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
-
2020
Persistent link: https://www.econbiz.de/10012606901
Saved in:
4
Computing Bayes : Bayesian computation from 1763 to the 21st century
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2020
Persistent link: https://www.econbiz.de/10012607643
Saved in:
5
A varying-coefficient panel data model with fixed effects : theory and an application to U.S. commercial banks
Feng, Guohua
;
Gao, Jiti
;
Peng, Bin
;
Zhang, Xiaohui
-
2015
Persistent link: https://www.econbiz.de/10011781225
Saved in:
6
Auxiliary likelihood-based approximate Bayesian computation in state space models
Martin, Gael M.
;
McCabe, Brendon P. M.
;
Frazier, David T.
; …
-
2016
Persistent link: https://www.econbiz.de/10011781699
Saved in:
7
Data-driven particle filters for Particle Markov Chain Monte Carlo
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
-
2016
Persistent link: https://www.econbiz.de/10011781784
Saved in:
8
Bayesian bandwidth estimation in nonparametric time-varying coefficient models
Cheng, Tingting
;
Gao, Jiti
;
Zhang, Xibin
-
2015
-
Revised 13, 07
Persistent link: https://www.econbiz.de/10011781131
Saved in:
9
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
-
2014
Persistent link: https://www.econbiz.de/10011780861
Saved in:
10
A computational implementation of GMM
Gao, Jiti
;
Hong, Han
-
2014
Persistent link: https://www.econbiz.de/10011780875
Saved in:
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