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Monte Carlo simulation
133
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ECONIS (ZBW)
133
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1
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao
;
Gerlach, Richard
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
Saved in:
2
Endogeneity in semiparametric threshold regression models with two threshold variables
Chen, Chaoyi
;
Stengos, Thanasēs
;
Sun, Yiguo
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 758-779
Persistent link: https://www.econbiz.de/10014420356
Saved in:
3
A Bayesian time-varying autoregressive model for improved short-term and long-term prediction
Berninger, Christoph
;
Stöcker, Almond
;
Rügamer, David
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 181-200
Persistent link: https://www.econbiz.de/10012796284
Saved in:
4
Inflation forecasting with rolling windows : an appraisal
Hall, Stephen G.
;
Tavlas, George S.
;
Wang, Yongli
; …
- In:
Journal of forecasting
43
(
2024
)
4
,
pp. 827-851
Persistent link: https://www.econbiz.de/10014554042
Saved in:
5
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
Saved in:
6
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
Saved in:
7
ANN-polynomial-Fourier series modeling and Monte Carlo forecasting of tourism data
Danbatta, Salim Jibrin
;
Varol, Asaf
- In:
Journal of forecasting
41
(
2022
)
5
,
pp. 920-932
Persistent link: https://www.econbiz.de/10013287885
Saved in:
8
Subsampling and other considerations for efficient risk estimation in large portfolios
Giles, Michael B.
;
Haji-Ali, Abdul-Lateef
- In:
The journal of computational finance
26
(
2022
)
1
,
pp. 113-140
Persistent link: https://www.econbiz.de/10014546280
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9
Automatic differentiation for diffusion operator integral variance reduction
Auster, Johan
- In:
The journal of computational finance
25
(
2022
)
4
,
pp. 27-53
Persistent link: https://www.econbiz.de/10014546286
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10
An augmented Anderson-Hsiao estimator for dynamic short-T panels
Chudik, Alexander
;
Pesaran, M. Hashem
- In:
Econometric reviews
41
(
2022
)
4
,
pp. 416-447
Persistent link: https://www.econbiz.de/10013364889
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