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isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
subject:"Monte Carlo simulation"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"ARCH model"
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Search: subject_exact:"Estimation theory"
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Monte Carlo simulation
ARCH model
Estimation theory
354
Schätztheorie
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Statistical distribution
53
Statistische Verteilung
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Nichtparametrisches Verfahren
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Francq, Christian
7
Zakoïan, Jean-Michel
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Chavez-Demoulin, Valérie
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Insurance / Mathematics & economics
Journal of econometrics
88
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
45
Econometric theory
44
Economics letters
42
Econometric reviews
35
Discussion paper / Tinbergen Institute
34
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25
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22
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CREATES research paper
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Working paper / National Bureau of Economic Research, Inc.
14
Journal of risk and financial management : JRFM
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Journal of time series econometrics
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NBER Working Paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
European journal of operational research : EJOR
12
CEMMAP working papers / Centre for Microdata Methods and Practice
11
International journal of economics and financial issues : IJEFI
11
Journal of economic dynamics & control
11
Working paper / Department of Econometrics and Business Statistics, Monash University
11
Journal of financial econometrics
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NBER working paper series
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The North American journal of economics and finance : a journal of financial economics studies
10
CORE discussion papers : DP
9
Finance and economics discussion series
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Journal of banking & finance
9
Journal of mathematical finance
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Journal of the American Statistical Association : JASA
9
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
8
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ECONIS (ZBW)
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1
Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model
Chen, Yu
;
Ma, Mengyuan
;
Sun, Hongfang
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 142-162
Persistent link: https://www.econbiz.de/10014317142
Saved in:
2
Sample recycling method : a new approach to efficient nested Monte Carlo simulations
Fang, Runhuan
;
Li, Peng
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 336-359
Persistent link: https://www.econbiz.de/10013349067
Saved in:
3
On the modelling of multivariate counts with Cox processes and dependent shot noise intensities
Avanzi, Benjamin
;
Taylor, Greg
;
Wong, Bernard
;
Yang, Xinda
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 9-24
Persistent link: https://www.econbiz.de/10012649204
Saved in:
4
A hierarchical model for the joint mortality analysis of pension scheme data with missing covariates
Ungolo, Francesco
;
Kleinow, Torsten
;
Macdonald, Angus
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 68-84
Persistent link: https://www.econbiz.de/10012241988
Saved in:
5
Extreme quantile estimation for β-mixing time series and applications
Chavez-Demoulin, Valérie
;
Guillou, Armelle
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 59-74
Persistent link: https://www.econbiz.de/10011944097
Saved in:
6
Bayesian total loss estimation using shared random effects
Baumgartner, Carolin
;
Gruber, Lutz F.
;
Czado, Claudia
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 194-201
Persistent link: https://www.econbiz.de/10011312070
Saved in:
7
Multi-level conditional VaR estimation in dynamic models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2014
Persistent link: https://www.econbiz.de/10010390368
Saved in:
8
On the stationarity of dynamic conditional correlation models
Fermanian, Jean-David
;
Malongo, Hassan
-
2013
Persistent link: https://www.econbiz.de/10010342712
Saved in:
9
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935355
Saved in:
10
Properties of the QMLE and the weighted LSE for LARCH (q) models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935360
Saved in:
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