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subject:"Volatilität"
type_genre:"Working Paper"
~person:"Brandt, Michael W."
~person:"Hammond, Peter J."
~subject:"Monte-Carlo-Simulation"
~subject:"United States"
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Search: subject_exact:"Estimation theory"
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Volatilität
Monte-Carlo-Simulation
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Estimation theory
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10
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Brandt, Michael W.
Hammond, Peter J.
Koopman, Siem Jan
13
Schorfheide, Frank
12
Diebold, Francis X.
9
Herbst, Edward P.
9
Sibbertsen, Philipp
8
Swanson, Norman R.
8
Audrino, Francesco
7
Croux, Christophe
7
Dufour, Jean-Marie
7
Kapetanios, George
7
Kitagawa, Toru
7
Marcellino, Massimiliano
7
Pesaran, M. Hashem
7
Sentana, Enrique
7
Shephard, Neil G.
7
Advani, Arun
6
Corsi, Fulvio
6
Del Negro, Marco
6
Dijk, Dick van
6
Fernández-Villaverde, Jesús
6
Hautsch, Nikolaus
6
Huber, Martin
6
Härdle, Wolfgang
6
Lechner, Michael
6
Lucas, André
6
Matlin, Ethan
6
Sarfati, Reca
6
Słoczyński, Tymon
6
Teräsvirta, Timo
6
Angrist, Joshua D.
5
Arcidiacono, Peter
5
Bayer, Patrick J.
5
Bibinger, Markus
5
Caporale, Guglielmo Maria
5
Dijk, Herman K. van
5
Gouriéroux, Christian
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ECONIS (ZBW)
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1
The monte carlo integral of a continuum of independent random variables
Hammond, Peter J.
-
2023
Persistent link: https://www.econbiz.de/10014412450
Saved in:
2
The Monte Carlo integral of a continuum of independent random variables
Hammond, Peter J.
-
2023
Persistent link: https://www.econbiz.de/10014428859
Saved in:
3
Monte Carlo sampling processes and incentive compatible allocations in large economies
Hammond, Peter J.
;
Qiao, Lei
;
Sun, Yeneng
-
2020
-
Revised October 2020
Persistent link: https://www.econbiz.de/10012815202
Saved in:
4
Monte Carlo sampling processes and incentive compatible allocations in large economies
Hammond, Peter J.
;
Qiao, Lei
;
Sun, Yeneng
-
2020
-
This version: October 4, 2020
Persistent link: https://www.econbiz.de/10012816235
Saved in:
5
Monte carlo sampling processes and incentive compatible allocations in large economies
Hammond, Peter J.
;
Qiao, Lei
;
Sun, Yeneng
-
2019
-
This version: November 6, 2019
Persistent link: https://www.econbiz.de/10012170758
Saved in:
6
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
-
2001
Persistent link: https://www.econbiz.de/10001606888
Saved in:
7
Range-based estimation of stochastic volatility models or exchange rate dynamics are more interesting than you think
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
-
2000
Persistent link: https://www.econbiz.de/10001477772
Saved in:
8
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002001001
Saved in:
9
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004134
Saved in:
10
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
-
2001
Persistent link: https://www.econbiz.de/10001561834
Saved in:
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