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~isPartOf:"Computational economics"
~subject:"Stochastischer Prozess"
~subject:"Unit root test"
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Stochastischer Prozess
Unit root test
Theorie
134
Theory
134
Simulation
128
Agent-based modeling
111
Agentenbasierte Modellierung
111
Monte Carlo simulation
110
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109
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26
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Li, Yong
2
Adl, A.
1
Aghdam, Y. Esmaeelzade
1
Agiakloglou, Christos N.
1
Bisso, Claudio R. S.
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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1
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1
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1
Fuh, Cheng-Der
1
Gan, Siqing
1
Hanousek, Jan
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1
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1
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Applied economics
Computational economics
European journal of operational research : EJOR
60
Discussion paper / Tinbergen Institute
28
International journal of production research
25
International journal of theoretical and applied finance
20
Computers & operations research : and their applications to problems of world concern ; an international journal
19
Econometric reviews
19
Operations research
19
The journal of computational finance
18
INFORMS journal on computing : JOC
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Journal of econometrics
17
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Discussion paper / Center for Economic Research, Tilburg University
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12
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11
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10
Energy economics
10
International journal of financial engineering
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Journal of the Operational Research Society
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
Applied mathematical finance
9
Finance and stochastics
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Transportation research / E : an international journal
9
Finance research letters
8
Journal of empirical finance
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Insurance / Mathematics & economics
7
Journal of economic dynamics & control
7
Journal of the Operational Research Society : OR
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The econometrics journal
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Tinbergen Institute Discussion Paper
7
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ECONIS (ZBW)
31
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1
Quasi-Monte Carlo-based conditional Malliavin method for continuous-time Asian option Greeks
Yu, Chao
;
Wang, Xiaoqun
- In:
Computational economics
62
(
2023
)
1
,
pp. 325-360
Persistent link: https://www.econbiz.de/10014327500
Saved in:
2
Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
3
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
Saved in:
4
Stochastic debt sustainability analysis using time-varying fiscal reaction functions : an agnostic approach to fiscal forecasting
Dubbert, Tore
- In:
Applied economics
56
(
2024
)
8
,
pp. 901-917
Persistent link: https://www.econbiz.de/10014446217
Saved in:
5
Simulating and pricing CAT bonds using the spectral method based on Chebyshev basis
Aghdam, Y. Esmaeelzade
;
Neisy, A.
;
Adl, A.
- In:
Computational economics
63
(
2024
)
1
,
pp. 423-435
Persistent link: https://www.econbiz.de/10014472268
Saved in:
6
Wavelet estimation performance of fractional integrated processes with heavy-tails
Boubaker, Heni
- In:
Computational economics
55
(
2020
)
2
,
pp. 473-498
Persistent link: https://www.econbiz.de/10012223642
Saved in:
7
A testing procedure for constant parameters in stochastic volatility models
Hoyo, Juan del
;
Llorente, Guillermo
;
Rivero, Carlos
- In:
Computational economics
56
(
2020
)
1
,
pp. 163-186
Persistent link: https://www.econbiz.de/10012272023
Saved in:
8
Finite sample lag adjusted critical values of the ADF-GLS test
Sephton, Peter S.
- In:
Computational economics
59
(
2022
)
1
,
pp. 177-183
Persistent link: https://www.econbiz.de/10013168958
Saved in:
9
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
Saved in:
10
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
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