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~subject:"Bootstrap approach"
~subject:"USA"
~type_genre:"Aufsatz im Buch"
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Bootstrap approach
USA
Monte Carlo simulation
196
Monte-Carlo-Simulation
196
Theorie
81
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81
Bayes-Statistik
24
Bayesian inference
24
Option pricing theory
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23
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22
Estimation theory
21
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21
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19
Stochastischer Prozess
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14
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1
Gade, Mary N.
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Halunga, Andreea G.
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Hecq, Alain W. J.
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Essays in nonlinear time series econometrics
2
30th anniversary edition
1
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
1
Data envelopment analysis and its applications to management
1
Essener Beiträge zur empirischen Wirtschaftsforschung : Festschrift für Prof. Dr. Walter Assenmacher
1
Nonlinear time series analysis of business cycles
1
Numerical methods in finance : Bordeaux, June 2010
1
Optimization, dynamics, and economic analysis : essays in honor of Gustav Feichtinger
1
Recent advances in estimating nonlinear models : with applications in economics and finance
1
The VaR implementation handbook
1
The history and tradition of accounting in Italy
1
Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
1
VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims
1
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1
The contributions of Carlo Masini to accounting theories
Andrei, Paolo
;
Corbello, Silvano
- In:
The history and tradition of accounting in Italy
,
(pp. 158-176)
.
2017
Persistent link: https://www.econbiz.de/10011699055
Saved in:
2
Linearity testing for trending data with an application of the wild bootstrap
Kruse, Robinson
;
Sandberg, Rickard
- In:
Essays in nonlinear time series econometrics
,
(pp. 57-89)
.
2014
Persistent link: https://www.econbiz.de/10010385314
Saved in:
3
Consistent testing of functional form in time series models
Davidson, James E. H.
;
Halunga, Andreea G.
- In:
Essays in nonlinear time series econometrics
,
(pp. 28-56)
.
2014
Persistent link: https://www.econbiz.de/10010385315
Saved in:
4
Testing for a Markov-switching mean in serially correlated data
Morley, James C.
;
Rabah, Zohra
- In:
Recent advances in estimating nonlinear models : with …
,
(pp. 85-97)
.
2014
Persistent link: https://www.econbiz.de/10011406761
Saved in:
5
A test for strict stationarity
Lima, Luiz Renato
;
Néri, Breno de Andrade Pinheiro
- In:
Uncertainty analysis in econometrics with applications …
,
(pp. 17-30)
.
2013
Persistent link: https://www.econbiz.de/10009711170
Saved in:
6
Testing for common cycles in non-stationary VARS with varied frequency data
Götz, Thomas B.
;
Hecq, Alain W. J.
;
Urbain, Jean-Pierre
- In:
VAR models in macroeconomics - new developments and …
,
(pp. 361-393)
.
2013
Persistent link: https://www.econbiz.de/10010252319
Saved in:
7
Monte-Carlo valuation of American options : facts and new algorithms to improve existing methods
Bouchard, Bruno
;
Warin, Xavier
- In:
Numerical methods in finance : Bordeaux, June 2010
,
(pp. 215-255)
.
2012
Persistent link: https://www.econbiz.de/10009577193
Saved in:
8
Data sampling for large datasets, using a DEA-neural network approach, generalising with bootstrap methods
Athanasios, Valiakos
- In:
Data envelopment analysis and its applications to management
,
(pp. 51-67)
.
2012
Persistent link: https://www.econbiz.de/10009752395
Saved in:
9
Monte Carlo experiments using stata : a primer with examples
Adkins, Lee Chester
;
Gade, Mary N.
- In:
30th anniversary edition
,
(pp. 429-477)
.
2012
Persistent link: https://www.econbiz.de/10009711919
Saved in:
10
Stichprobentechnik für Statistik-averse Wirtschaftsprüfer
Mochty, Ludwig
- In:
Essener Beiträge zur empirischen Wirtschaftsforschung …
,
(pp. 75-105)
.
2012
Persistent link: https://www.econbiz.de/10009513781
Saved in:
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