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subject:"United Kingdom"
~isPartOf:"Discussion papers in economics"
~isPartOf:"Journal of empirical finance"
~subject:"Monte-Carlo-Simulation"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Estimation theory"
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United Kingdom
Monte-Carlo-Simulation
Stochastischer Prozess
Estimation theory
155
Schätztheorie
155
Time series analysis
40
Zeitreihenanalyse
40
Theorie
38
Theory
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Estimation
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Schätzung
31
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Volatilität
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Statistischer Test
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Kristensen, Dennis
2
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Asai, Manabu
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Marsh, Patrick
1
Mealli, Fabrizia
1
Peretti, Christian de
1
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1
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Seo, Byoung Ki
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1
Wong, Wing Keung
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University of Exeter / Department of Economics
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Birkbeck College / Department of Economics
2
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Discussion papers in economics
Journal of empirical finance
Journal of econometrics
104
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
48
Economics letters
39
Discussion paper / Tinbergen Institute
35
Econometric reviews
35
Computational economics
26
Economic modelling
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Econometric theory
23
European journal of operational research : EJOR
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Oxford bulletin of economics and statistics
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
15
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14
Operations research
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Discussion papers of interdisciplinary research project 373
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Mathematics of operations research
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Insurance / Mathematics & economics
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Journal of productivity analysis
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Discussion paper series / IZA
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Quantitative economics : QE ; journal of the Econometric Society
10
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ECONIS (ZBW)
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1
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
2
Bond and option prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
3
Marked Hawkes process modeling of price dynamics and volatility estimation
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Journal of empirical finance
40
(
2017
),
pp. 174-200
Persistent link: https://www.econbiz.de/10011745018
Saved in:
4
Modeling corporate defaults : poisson autoregressions with exogenous covariates (PARX)
Agosto, Arianna
;
Cavaliere, Giuseppe
;
Kristensen, Dennis
; …
- In:
Journal of empirical finance
38
(
2016
),
pp. 640-663
Persistent link: https://www.econbiz.de/10011663393
Saved in:
5
Power transformations of absolute returns and long memory estimation
Dalla, Violetta
- In:
Journal of empirical finance
33
(
2015
),
pp. 1-18
Persistent link: https://www.econbiz.de/10011556833
Saved in:
6
ABC of SV: limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
- In:
Journal of empirical finance
31
(
2015
),
pp. 85-108
Persistent link: https://www.econbiz.de/10011489408
Saved in:
7
Empirical test of the efficiency of the UK covered warrants market : stochastic dominance and likelihood ratio test approach
Chan, Chia-ying
;
Peretti, Christian de
;
Qiao, Zhuo
; …
- In:
Journal of empirical finance
19
(
2012
)
1
,
pp. 162-174
Persistent link: https://www.econbiz.de/10009615744
Saved in:
8
The dynamics of health in British households : simulation-based inference in panel probit models
Contoyannis, Paul
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001623927
Saved in:
9
Autoregressive stochastic volatility models with heavy-tailed distributions : a comparison with multifactor volatility models
Asai, Manabu
- In:
Journal of empirical finance
15
(
2008
)
2
,
pp. 332-341
Persistent link: https://www.econbiz.de/10003699171
Saved in:
10
Box-Cox stochastic volatility models with heavy-tails and correlated errors
Zhang, Xibin
;
King, Maxwell L.
- In:
Journal of empirical finance
15
(
2008
)
3
,
pp. 549-566
Persistent link: https://www.econbiz.de/10003759632
Saved in:
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