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~subject:"Estimation"
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Search: subject_exact:"Monte Carlo method"
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Estimation
Monte-Carlo-Simulation
1,138
Monte Carlo simulation
1,131
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438
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438
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271
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231
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Dimitrakopoulos, Stefanos
5
Tsionas, Efthymios G.
5
Lesage, James P.
4
Gerlach, Richard
3
Herwartz, Helmut
3
Omori, Yasuhiro
3
Wang, Chao
3
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2
Chih, Yao-Yu
2
Fosten, Jack
2
Guan, Zhengfei
2
Herbst, Edward P.
2
Jacobi, Liana
2
Kang, Kyu Ho
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Le Gallo, Julie
2
Lee, Lung-fei
2
Lou, Zhusheng
2
Polemis, Michael
2
Sgarra, Carlo
2
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2
Yamauchi, Yuta
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2
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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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Journal of applied econometrics
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Economics letters
7
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6
Econometric reviews
5
International journal of forecasting
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3
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2
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2
Finance research letters
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International journal of computational economics and econometrics
2
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2
Journal of macroeconomics
2
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2
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of futures markets
2
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)
1
Algorithmic finance
1
American journal of agricultural economics
1
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
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Arthaniti : journal of economic theory and practice
1
Asia-Pacific financial markets
1
Econometric theory
1
European review of agricultural economics
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Finance and economics discussion series
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Global finance journal
1
Handbook of economic forecasting ; Volume 2B
1
International journal of computational economics and econometrics : IJCEE
1
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ECONIS (ZBW)
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1
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
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2
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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3
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
Saved in:
4
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
Saved in:
5
A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
Carverhill, Andrew
;
Luo, Dan
- In:
Journal of financial markets
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014466112
Saved in:
6
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
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7
Bayesian non-linear quantile effects on modelling realized kernels
Dong, Manh Cuong
;
Chen, Cathy W. S.
;
Asai, Manabu
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 981-995
Persistent link: https://www.econbiz.de/10014253335
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8
A semi-parametric conditional autoregressive joint value-at-risk and expected shortfall modeling framework incorporating realized measures
Wang, Chao
;
Gerlach, Richard
;
Chen, Qian
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 309-334
Persistent link: https://www.econbiz.de/10014232647
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9
Hamiltonian sequential Monte Carlo with application to consumer choice behavior
Burda, Martin
;
Daviet, Remi
- In:
Econometric reviews
42
(
2023
)
1
,
pp. 54-77
Persistent link: https://www.econbiz.de/10014305438
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10
Dynamic factor, leverage and realized covariances in multivariate stochastic volatility
Yamauchi, Yuta
;
Omori, Yasuhiro
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 513-539
Persistent link: https://www.econbiz.de/10014305574
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