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~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Finance and stochastics"
~subject:"Monte-Carlo-Simulation"
~subject:"Unit root test"
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Monte-Carlo-Simulation
Unit root test
Monte Carlo simulation
81
Theorie
65
Theory
65
Bayes-Statistik
59
Bayesian inference
59
Estimation
45
Schätzung
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81
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Glasserman, Paul
4
Biørn, Erik
2
Giles, Michael B.
2
Robertson, Scott
2
Schoenmakers, John
2
Sephton, Peter S.
2
Alfonsi, Aurélien
1
Antonelli, Fabio
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1
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1
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1
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1
Coe, Patrick J.
1
Cui, Guowei
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1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Finance and stochastics
Journal of econometrics
133
Discussion paper / Tinbergen Institute
94
Economics letters
67
Computational economics
63
European journal of operational research : EJOR
60
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
58
Working paper
58
Econometric reviews
55
The journal of computational finance
55
CEMMAP working papers / Centre for Microdata Methods and Practice
50
Applied economics
48
Journal of applied econometrics
44
International journal of theoretical and applied finance
42
Quantitative finance
40
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
38
Working paper / Department of Econometrics and Business Statistics, Monash University
36
Journal of economic dynamics & control
34
Working paper / National Bureau of Economic Research, Inc.
33
Risks : open access journal
32
Economic modelling
31
NBER Working Paper
31
The econometrics journal
31
International journal of forecasting
30
Journal of risk and financial management : JRFM
30
NBER working paper series
30
Applied economics letters
28
Série des documents de travail / Centre de Recherche en Économie et Statistique
27
Energy economics
26
Insurance / Mathematics & economics
25
Econometric theory
22
Journal of the American Statistical Association : JASA
22
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
22
CAMA working paper series
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Econometric Institute research papers
21
International journal of production research
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Journal of forecasting
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
81
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1
Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation
González Cázares, Jorge
;
Mijatovi´c, Aleksandar
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 671-732
Persistent link: https://www.econbiz.de/10013440249
Saved in:
2
A least-squares Monte
Carlo
approach to the estimation of enterprise risk
Ha, Hongjun
;
Bauer, Daniel
- In:
Finance and stochastics
26
(
2022
)
3
,
pp. 417-459
Persistent link: https://www.econbiz.de/10013440231
Saved in:
3
Dynamic variable selection in dynamic logistic regression : an application to Internet subscription
Ramírez, Andrés
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
2
,
pp. 909-932
Persistent link: https://www.econbiz.de/10012259995
Saved in:
4
Option valuation and hedging using an asymmetric risk function : asymptotic optimality through fully nonlinear partial differential equations
Gobet, Emmanuel
;
Pimentel, Isaque
;
Warin, Xavier
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 633-675
Persistent link: https://www.econbiz.de/10012518073
Saved in:
5
Hide-and-Seek with time-series filters : a model-based Monte
Carlo
study
Kufenko, Vadim
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
5
,
pp. 2335-2361
Persistent link: https://www.econbiz.de/10012313746
Saved in:
6
Robustness and sensitivity analyses for stochastic volatility models under uncertain data structure
Pospíšil, Jan
;
Sobotka, Tomáš
;
Ziegler, Philipp
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
6
,
pp. 1935-1958
Persistent link: https://www.econbiz.de/10012215941
Saved in:
7
Chebyshev interpolation for parametric option pricing
Gaß, Maximilian
;
Glau, Kathrin
;
Mahlstedt, Mirco
; …
- In:
Finance and stochastics
22
(
2018
)
3
,
pp. 701-731
Persistent link: https://www.econbiz.de/10011945899
Saved in:
8
Revisiting the FDI impact on GDP growth in errors-in-variables models : a panel data GMM analysis allowing for error memory
Biørn, Erik
;
Han, Xuehui
- In:
Empirical economics : a journal of the Institute for …
53
(
2017
)
4
,
pp. 1379-1398
Persistent link: https://www.econbiz.de/10012019369
Saved in:
9
Size-corrected inference in fiscal policy reaction functions : a three country assessment
Herwartz, Helmut
;
Rengel, Malte
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
2
,
pp. 391-416
Persistent link: https://www.econbiz.de/10011949801
Saved in:
10
Spatial econometric Monte
Carlo
studies: raising the bar
Lesage, James P.
;
Pace, R. Kelley
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
1
,
pp. 17-34
Persistent link: https://www.econbiz.de/10011949744
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