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~subject:"Estimation"
~subject:"Statistische Verteilung"
~subject:"Time series analysis"
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Search: subject_exact:"Monte Carlo method"
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Estimation
Statistische Verteilung
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Monte-Carlo-Simulation
1,138
Monte Carlo simulation
1,131
Theorie
438
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438
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271
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231
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231
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214
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206
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Dimitrakopoulos, Stefanos
5
Tsionas, Efthymios G.
5
Gerlach, Richard
4
Koopman, Siem Jan
4
Lesage, James P.
4
Omori, Yasuhiro
4
Wang, Chao
4
Asai, Manabu
3
Herbst, Edward P.
3
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3
Yamauchi, Yuta
3
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2
Boubaker, Heni
2
Bunn, Derek W.
2
Burda, Martin
2
Chen, Cathy W. S.
2
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2
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2
Chih, Yao-Yu
2
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2
Dijk, Herman K. van
2
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2
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2
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Maheu, John M.
2
McAleer, Michael
2
Müller, Gernot
2
Nonejad, Nima
2
Otero, Jesús G.
2
Panagiōtidēs, Theodōros
2
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Computational economics
18
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18
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12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
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10
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9
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5
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4
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4
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4
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3
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3
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2
Asia-Pacific financial markets
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The North American journal of economics and finance : a journal of financial economics studies
2
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2
Working paper series / University of Zurich, Department of Economics
2
Acta oeconomica : periodical of the Hungarian Academy of Sciences
1
Advances in National Brand and Private Label Marketing : 10th International Conference, 2023
1
Advances in applied economic research : proceedings of the 2016 International Conference on Applied Economics (ICOAE)
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ECONIS (ZBW)
261
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1
Bayesian inference for mixed Gaussian GARCH-type model by Hamiltonian Monte Carlo algorithm
Liang, Rubing
;
Qin, Binbin
;
Xia, Qiang
- In:
Computational economics
63
(
2024
)
1
,
pp. 193-220
Persistent link: https://www.econbiz.de/10014472071
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2
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
3
Robust estimation techniques for the tail index of the new Pareto-type distribution
Muhammad Aslam Mohd Safari
;
Masseran, Nurulkamal
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
3
,
pp. 1161-1189
Persistent link: https://www.econbiz.de/10014519737
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4
Interest rate derivatives for the fractional Cox-Ingersoll-Ross model
Bishwal, Jaya Prakasah Narayan
- In:
Algorithmic finance
10
(
2023
)
1/2
,
pp. 53-66
Persistent link: https://www.econbiz.de/10014474576
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5
Vector autoregression models with skewness and heavy tails
Karlsson, Sune
;
Mazur, Stepan
;
Nguyen, Hoang
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478164
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6
Cross-sector comovements and policy impact in the COVID-19 stock market : a dynamic factor approach
Yang, Joy D. Xiuyao
- In:
Global finance journal
56
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014478952
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7
Sequential Bayesian analysis for semiparametric stochastic volatility model with applications
Wang, Nianling
;
Lou, Zhusheng
- In:
Economic modelling
123
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014462582
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8
A jumping index of jumping stocks? : an MCMC analysis of continuous-time models for individual stocks
Pollastri, Alessandro
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of empirical finance
70
(
2023
),
pp. 322-341
Persistent link: https://www.econbiz.de/10014423714
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9
Importance sampling for calculating the Value-at-Risk and expected shortfall of the quadratic portfolio with t-distributed risk factors
Teng, Huei-Wen
- In:
Computational economics
62
(
2023
)
3
,
pp. 1125-1154
Persistent link: https://www.econbiz.de/10014382887
Saved in:
10
The usage of Markov Chain Monte Carlo (MCMC) methods in time-varying volatility models
Emmanouil, Garefalakis
;
Stefanos, Giakoumatos
; …
- In:
Journal of risk & control
10
(
2023
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014514172
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