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institution:"Unité Mixte de Recherche Théorie Economique, Modélisation et Applications"
~institution:"Judge Institute of Management Studies"
~subject:"Lernprozess"
~subject:"Monte Carlo simulation"
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Lernprozess
Monte Carlo simulation
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Lardic, Sandrine
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
Judge Institute of Management Studies
National Bureau of Economic Research
61
IGI Global
27
European University Institute / Department of Economics
11
Ekonomiska forskningsinstitutet <Stockholm>
10
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
Centre for Analytical Finance <Århus>
7
Federal Reserve Bank of San Francisco
6
University of Warwick / Department of Economics
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Kansantaloustieteen Laitos <Helsinki>
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Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
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The exact maximum likelihood estimation of ARFIMA processes and model selection criteria : a Monte Carlo study
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760400
Saved in:
2
Frequeny-domain estimation of fractionally integrated processes : impact of short-term components on the bandwidth choice
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760407
Saved in:
3
The exact maximum likelihood-based test for fractional cointegration : critical values, power and size /Emmanuel Dubois; Sandrine Lardic; Valérie Mignon
Dubois, Emmanuel
(
contributor
);
Lardic, Sandrine
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001906795
Saved in:
4
Intraday FX trading : an evolutionary reinforcement learning approach
Dempster, Michael A. H.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001736164
Saved in:
5
Asset allocation using quasi Monte Carlo methods
Boyle, Phelim P.
(
contributor
);
Imai, Junichi
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001736202
Saved in:
6
Evolutionary reinforcement learning in FX order book and order flow analysis
Bates, R. G.
;
Dempster, Michael A. H.
;
Medova, E. A.
; …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001776997
Saved in:
7
A fast subsampling method for nonlinear dynamic models
Hong, Han
(
contributor
);
Scaillet, Olivier
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661507
Saved in:
8
Expectations coordination on a sunspot equilibrium : an eductive approach
Desgranges, Gabriel
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661584
Saved in:
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