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~isPartOf:"The econometrics journal"
~subject:"Monte-Carlo-Simulation"
~subject:"Volatility"
~type_genre:"Amtliche Publikation"
~type_genre:"Aufsatz in Zeitschrift"
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Monte-Carlo-Simulation
Volatility
Monte Carlo simulation
31
Theorie
31
Theory
31
Bayes-Statistik
25
Bayesian inference
25
Estimation theory
19
Schätztheorie
19
Estimation
12
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12
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8
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7
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7
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Volatilität
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Markov-Kette
5
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Maximum likelihood estimation
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35
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Amtliche Publikation
Aufsatz in Zeitschrift
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35
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35
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Clements, Michael P.
2
Meyer, Renate
2
Arvanitis, Stelios
1
Baltagi, Badi H.
1
Bansal, Prateek
1
Bauwens, Luc
1
Berg, Andreas
1
Boldea, Otilia
1
Breslaw, Jon A.
1
Cai, Michael
1
Canals-Cerdá, José
1
Chen, I-Po
1
Choi, Chi-young
1
Cornea-Madeira, Adriana
1
Coudin, Elise
1
Dahl, Christian M.
1
Daziano, Ricardo A.
1
Del Negro, Marco
1
Dellaportas, P.
1
Dufour, Jean-Marie
1
Dēmos, Antōnēs A.
1
Ericsson, Neil R.
1
Fournier, David A.
1
Godfrey, L. G.
1
Guevara, Angelo
1
Gurmu, Shiferaw
1
Götz, Thomas B.
1
Gørgens, Tue
1
Hauzenberger, Klemens
1
Hendry, David F.
1
Herbst, Edward P.
1
Kang, Kyu Ho
1
Kao, Chihwa
1
Keshavarzzadeh, Vahid
1
Kim, Tae-hwan
1
Kiviet, J. F.
1
Koop, Gary
1
Krolzig, Hans-Martin
1
Kurozumi, Eiji
1
Larsson, Rolf
1
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The econometrics journal
Journal of econometrics
146
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
73
Economics letters
70
Computational economics
65
Econometric reviews
62
European journal of operational research : EJOR
62
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
The journal of computational finance
53
Applied economics
52
Journal of applied econometrics
52
International journal of theoretical and applied finance
44
Quantitative finance
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
40
International journal of forecasting
39
Energy economics
38
Journal of economic dynamics & control
38
Economic modelling
37
Applied economics letters
32
Risks : open access journal
32
Journal of risk and financial management : JRFM
31
Finance and stochastics
28
Econometrics : open access journal
26
Journal of forecasting
26
Insurance / Mathematics & economics
25
Finance research letters
23
Journal of the American Statistical Association : JASA
22
Oxford bulletin of economics and statistics
22
Econometric theory
21
International journal of production research
21
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Journal of banking & finance
19
Journal of risk
18
Journal of empirical finance
17
The North American journal of economics and finance : a journal of financial economics studies
17
Applied mathematical finance
16
The European journal of finance
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Operations research
15
The journal of futures markets
15
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ECONIS (ZBW)
35
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1
Disentangling the effect of measures, variants, and vaccines on SARS-CoV-2 infections in England : a dynamic intensity model
Boldea, Otilia
;
Cornea-Madeira, Adriana
;
Madeira, João
- In:
The econometrics journal
26
(
2023
)
3
,
pp. 444-466
Persistent link: https://www.econbiz.de/10014391706
Saved in:
2
Designed quadrature to approximate integrals in maximum simulated likelihood estimation
Bansal, Prateek
;
Keshavarzzadeh, Vahid
;
Guevara, Angelo
; …
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 301-321
Persistent link: https://www.econbiz.de/10013253833
Saved in:
3
Online estimation of DSGE models
Cai, Michael
;
Del Negro, Marco
;
Herbst, Edward P.
; …
- In:
The econometrics journal
24
(
2021
)
1
,
pp. C33-C58
Persistent link: https://www.econbiz.de/10012504440
Saved in:
4
Estimation of dynamic models of recurrent events with censored data
Lee, Sanghyeok
;
Gørgens, Tue
- In:
The econometrics journal
24
(
2021
)
2
,
pp. 199-224
Persistent link: https://www.econbiz.de/10012594987
Saved in:
5
Panel kink threshold regression model with a covariate-dependent threshold
Yang, Lixiong
;
Zhang, Chunli
;
Lee, Chingnun
;
Chen, I-Po
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 462-481
Persistent link: https://www.econbiz.de/10012620718
Saved in:
6
A class of indirect inference estimators : higher-order asymptotics and approximate bias correction
Arvanitis, Stelios
;
Dēmos, Antōnēs A.
- In:
The econometrics journal
18
(
2015
)
2
,
pp. 200-241
Persistent link: https://www.econbiz.de/10011378482
Saved in:
7
Estimation of state-space models with endogenous Markov regime-switching parameters
Kang, Kyu Ho
- In:
The econometrics journal
17
(
2014
)
1
,
pp. 56-82
Persistent link: https://www.econbiz.de/10010498759
Saved in:
8
Confidence sets for the break date based on optimal tests
Kurozumi, Eiji
;
Yamamoto, Yohei
- In:
The econometrics journal
18
(
2015
)
3
,
pp. 412-435
Persistent link: https://www.econbiz.de/10011473814
Saved in:
9
Likelihood estimation of Lévy-driven stochastic volatility models through realized variance measures
Veraart, Almut E. D.
- In:
The econometrics journal
14
(
2011
)
2
,
pp. 204-240
Persistent link: https://www.econbiz.de/10009381879
Saved in:
10
Large mixed-frequency VARs with a parsimonious time-varying parameter structure
Götz, Thomas B.
;
Hauzenberger, Klemens
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 442-461
Persistent link: https://www.econbiz.de/10012620715
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