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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Computational economics"
~subject:"Monte-Carlo-Simulation"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Volatility
Monte-Carlo-Simulation
Estimation theory
127
Schätztheorie
127
Time series analysis
35
Zeitreihenanalyse
35
Monte Carlo simulation
23
Estimation
21
Regression analysis
20
Regressionsanalyse
20
Schätzung
20
Simulation
14
Stochastic process
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Stochastischer Prozess
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Volatilität
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Option pricing theory
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Optionspreistheorie
10
State space model
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Zustandsraummodell
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Bayesian inference
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Bootstrap-Verfahren
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Panel study
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30
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Article in journal
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English
30
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Boubaker, Heni
3
Kumar, Sumit
2
Kundu, Arindam
2
Månsson, Kristofer
2
Shukur, Ghazi
2
Tomar, Nutan Kumar
2
Abramov, Vyacheslav M.
1
Aloy, Marcel
1
Bartolucci, Francesco
1
Behrenz, Lars
1
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1
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1
Bryant, Henry L.
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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
Guo, Jin
1
Hall, Stephen G.
1
Hiyama, Naruto
1
Jacquier, Antoine
1
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1
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1
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1
Magnus, Jan R.
1
Mahakud, Jitendra
1
Maugeri, Novella
1
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1
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Asia-Pacific financial markets
Computational economics
Journal of econometrics
147
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
Economics letters
45
Econometric reviews
39
Economic modelling
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Econometric theory
24
The econometrics journal
22
Journal of empirical finance
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Applied economics
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International journal of forecasting
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Quantitative finance
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Econometrics : open access journal
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Finance research letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
International journal of theoretical and applied finance
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Applied economics letters
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European journal of operational research : EJOR
15
Journal of financial econometrics
15
Journal of forecasting
14
Journal of banking & finance
13
Journal of risk and financial management : JRFM
13
The North American journal of economics and finance : a journal of financial economics studies
12
Finance and stochastics
10
Journal of economic dynamics & control
10
Journal of the American Statistical Association : JASA
10
Risks : open access journal
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
International journal of economics and financial issues : IJEFI
8
Journal of mathematical finance
8
Journal of quantitative economics
8
Journal of risk
7
Quantitative economics : QE ; journal of the Econometric Society
7
The journal of computational finance
7
The journal of risk model validation
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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1
Weighted-Average Least Squares (WALS) : confidence and prediction intervals
De Luca, Giuseppe
;
Magnus, Jan R.
;
Peracchi, Franco
- In:
Computational economics
61
(
2023
)
4
,
pp. 1637-1664
Persistent link: https://www.econbiz.de/10014327098
Saved in:
2
Bayesian estimation of agent-based models via adaptive particle Markov chain Monte Carlo
Lux, Thomas
- In:
Computational economics
60
(
2022
)
2
,
pp. 451-477
Persistent link: https://www.econbiz.de/10013380785
Saved in:
3
A semi-closed form approximation of arbitrage‑free call option price surface
Kundu, Arindam
;
Kumar, Sumit
;
Tomar, Nutan Kumar
- In:
Computational economics
63
(
2024
)
4
,
pp. 1431-1457
Persistent link: https://www.econbiz.de/10014549032
Saved in:
4
Estimating the unrestricted and restricted Liu estimators for the Poisson regression model : method and application
Månsson, Kristofer
;
Kibria, B. M. Golam
- In:
Computational economics
58
(
2021
)
2
,
pp. 311-326
Persistent link: https://www.econbiz.de/10012615004
Saved in:
5
Multivariate cointegration and temporal aggregation : some further simulation results
Otero, Jesús G.
;
Panagiōtidēs, Theodōros
; …
- In:
Computational economics
59
(
2022
)
1
,
pp. 59-70
Persistent link: https://www.econbiz.de/10013168902
Saved in:
6
Optimality between time of estimation and reliability of model results in the Monte Carlo method : a case for a CGE model
Tanaka, Tetsuji
;
Guo, Jin
;
Hiyama, Naruto
;
Karapınar, …
- In:
Computational economics
59
(
2022
)
1
,
pp. 151-176
Persistent link: https://www.econbiz.de/10013168933
Saved in:
7
Best subset selection for double-threshold-variable autoregressive moving-average models : the Bayesian approach
Zheng, Xiaobing
;
Liang, Kun
;
Xia, Qiang
;
Zhang, Dabin
- In:
Computational economics
59
(
2022
)
3
,
pp. 1175-1201
Persistent link: https://www.econbiz.de/10013169238
Saved in:
8
A computational analysis of the tradeoff in the estimation of different state space specifications of continuous time affine term structure models
Juneja, Januj Amar
- In:
Computational economics
60
(
2022
)
1
,
pp. 173-220
Persistent link: https://www.econbiz.de/10013262506
Saved in:
9
Bayesian estimation for high-frequency volatility models in a time deformed framework
Santos, Antonio A. F.
- In:
Computational economics
57
(
2021
)
2
,
pp. 455-479
Persistent link: https://www.econbiz.de/10012486920
Saved in:
10
Option pricing model biases : Bayesian and Markov Chain Monte Carlo regression analysis
Mozumder, Sharif
;
Choudhry, Taufiq
;
Dempsey, Michael
- In:
Computational economics
57
(
2021
)
4
,
pp. 1287-1305
Persistent link: https://www.econbiz.de/10012543312
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