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isPartOf:"Applying maximum entropy to econometric problems"
subject:"Monte Carlo simulation"
~isPartOf:"The journal of computational finance"
~subject:"Meinungsforschung"
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Koster, Frank
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Applying maximum entropy to econometric problems
The journal of computational finance
Journal of econometrics
40
Computational economics
22
Economics letters
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
Econometric reviews
21
Discussion paper / Tinbergen Institute
16
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Working paper / National Bureau of Economic Research, Inc.
13
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12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
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11
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
European journal of operational research : EJOR
10
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Econometric theory
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NBER working paper series
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Econometrics : open access journal
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Working paper / Department of Econometrics and Business Statistics, Monash University
8
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7
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7
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7
Risks : open access journal
6
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Subsampling and other considerations for efficient risk estimation in large portfolios
Giles, Michael B.
;
Haji-Ali, Abdul-Lateef
- In:
The journal of computational finance
26
(
2022
)
1
,
pp. 113-140
Persistent link: https://www.econbiz.de/10014546280
Saved in:
2
Application of the Heath-Platen estimator in the Fong-Vasicek short rate model
Coskun, Sema
;
Korn, Ralf
;
Desmettre, Sascha
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012064963
Saved in:
3
Skewed target range strategy for multiperiod portfolio optimization using a two-stage least squares Monte Carlo method
Zhang, Rongju
;
Langrené, Nicolas
;
Tian, Yu
;
Klebaner, …
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 97-127
Persistent link: https://www.econbiz.de/10012065042
Saved in:
4
A pairwise local correlation model
Koster, Frank
;
Oeltz, Daniel
- In:
The journal of computational finance
22
(
2018/2019
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012042217
Saved in:
5
Monte Carlo payoff smoothing for pricing autocallable instruments
Koster, Frank
;
Rehmet, Achim
- In:
The journal of computational finance
21
(
2017/2018
)
4
,
pp. 59-77
Persistent link: https://www.econbiz.de/10011848407
Saved in:
6
Importance sampling for jump processes and applications to finance
Badouraly Kassim, Laetitia
;
Lelong, Jérôme
; …
- In:
The journal of computational finance
19
(
2015/2016
)
2
,
pp. 109-139
Persistent link: https://www.econbiz.de/10011442676
Saved in:
7
Convergence of Monte Carlo simulations involving the mean-reverting square root process
Higham, Desmond J.
;
Mao, Xuerong
- In:
The journal of computational finance
8
(
2004/2005
)
3
,
pp. 35-61
Persistent link: https://www.econbiz.de/10002996511
Saved in:
8
Forecasting the production benefits and incidence of a public program : an integrated survey and estimation procedure applied to study the California Irrigation Management Informat...
Osgood, Daniel Edward
(
contributor
)
-
1997
Persistent link: https://www.econbiz.de/10001336459
Saved in:
9
A Monte Carlo study of a generalized maximum entropy estimator of the binary choice model
Adkins, Lee Chester
-
1997
Persistent link: https://www.econbiz.de/10001336464
Saved in:
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