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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Queen Mary College / Department of Economics"
~type_genre:"Arbeitspapier"
~type_genre:"Festschrift"
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Search: subject_exact:"Monte Carlo method"
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Monte Carlo simulation
17
Monte-Carlo-Simulation
17
Theorie
9
Theory
9
Kleinste-Quadrate-Methode
4
Least squares method
4
Einheitswurzeltest
3
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3
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3
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3
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3
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3
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2
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Financial economics
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Kapetanios, George
6
Stentoft, Lars
2
Søndergaard Rasmussen, Nicki
2
Bladt, Mogens
1
Camba-Méndez, Gonzalo
1
Di Miscia, Orazio
1
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1
Hurd, T.R.
1
Karanassou, Marika
1
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1
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1
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1
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1
Shin, Yongcheol
1
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1
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1
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Centre for Analytical Finance <Århus>
Queen Mary College / Department of Economics
Ekonomiska forskningsinstitutet <Stockholm>
8
National Bureau of Economic Research
7
Nationalekonomiska Institutionen <Lund>
7
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
University of Canterbury / Dept. of Economics and Finance
4
University of Exeter / Department of Economics
4
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3
Econometrisch Instituut <Rotterdam>
3
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3
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3
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3
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2
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2
Instituto Valenciano de Investigaciones Económicas
2
Judge Institute of Management Studies
2
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2
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2
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2
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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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1
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
10
Working paper
7
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ECONIS (ZBW)
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Long-run inflation-unemployment dynamics : the Spanish Phillips curve and economic policy
Karanassou, Marika
(
contributor
);
Sala, Hector
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867498
Saved in:
2
Testing for exogeneity in nonlinear threshold models
Kapetanios, George
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153117
Saved in:
3
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
Saved in:
4
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
Saved in:
5
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Saved in:
6
Determining the stationarity properties of individual series in panel datasets
Kapetanios, George
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867133
Saved in:
7
Determining the poolability of individual series in panel datasets
Kapetanios, George
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868048
Saved in:
8
Statistical inference for discretely observed Markov jump processes
Bladt, Mogens
(
contributor
);
Sørensen, Michael
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793919
Saved in:
9
Bootstrap statistical tests of rank determination for system identification
Camba-Méndez, Gonzalo
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867136
Saved in:
10
Unit root testing against the alternative hypothesis of up to m structural breaks
Kapetanios, George
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867157
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