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~subject:"GARCH"
~subject:"Monte Carlo study"
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Barnett, William A.
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Indirect estimation of GARCH models with alpha-stable innovations
Parrini, Alessandro
-
Volkswirtschaftliche Fakultät, …
-
2012
.
Monte
Carlo
simulations, conducted using GAUSS, are presented and finally the proposed models are used to estimate the IBM …
Persistent link: https://www.econbiz.de/10011260772
Saved in:
2
Comparing performance of statistical models for individual’s ability index and ranking
Iqbal, Javed
-
Volkswirtschaftliche Fakultät, …
-
2012
literature. We design two different
Monte
Carlo
studies to investigate which theory is better and which model perform more …
Persistent link: https://www.econbiz.de/10009397159
Saved in:
3
Estimando o VaR (Value-at-Risk) de carteiras via modelos da família GARCH e via Simulação de
Monte
Carlo
Lúcio Godeiro, Lucas
-
Volkswirtschaftliche Fakultät, …
-
2012
-student distribution and via
Monte
Carlo
Simulation. It was used three portfolios composite with preferential stocks of five companies of …
Persistent link: https://www.econbiz.de/10011115494
Saved in:
4
Rotterdam vs Almost Ideal Models: Will the Best Demand Specification Please Stand Up?
Barnett, William A.
;
Seck, Ousmane
-
Volkswirtschaftliche Fakultät, …
-
2006
. Using
Monte
Carlo
techniques, we seek to determine which model performs better in terms of its ability to recover the true …
Persistent link: https://www.econbiz.de/10005621245
Saved in:
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