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accessRights:"restricted"
subject:"Monte Carlo simulation"
~person:"Peters, Gareth"
~subject:"Empirical asset pricing"
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Monte Carlo simulation
Empirical asset pricing
Estimation theory
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Schätztheorie
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Markov chain
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Monte-Carlo-Simulation
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Peters, Gareth
Schorfheide, Frank
6
Tsionas, Efthymios G.
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Dufour, Jean-Marie
5
Li, Yong
5
Mlikota, Marko
4
Zhang, Xibin
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Computational economics
1
Quantitative finance
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ECONIS (ZBW)
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Dynamic quantile function models
Chen, Wilson Ye
;
Peters, Gareth
;
Gerlach, Richard H.
; …
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1665-1691
Persistent link: https://www.econbiz.de/10013367940
Saved in:
2
A non-parametric test and predictive model for signed path dependence
Dias, Fabio S.
;
Peters, Gareth
- In:
Computational economics
56
(
2020
)
2
,
pp. 461-498
Persistent link: https://www.econbiz.de/10012272043
Saved in:
3
A unified approach to mortality modelling using state-space framework : characterisation, identification, estimation and forecasting
Fung, Man Chung
;
Peters, Gareth
;
Shevchenko, Pavel V.
- In:
Annals of actuarial science : publ. by the Institute of …
11
(
2017
)
2
,
pp. 343-389
Persistent link: https://www.econbiz.de/10011820669
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