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~subject:"Monte Carlo simulation"
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Monte Carlo simulation
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Time-varying smooth transition autoregressive models
Lundbergh, Stefan
;
Teräsvirta, Timo
;
Dijk, Dick van
-
2000
Persistent link: https://www.econbiz.de/10001464665
Saved in:
2
Time-varying smooth transition autoregressive models
Lundbergh, Stefan
;
Teräsvirta, Timo
;
Dijk, Dick van
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
1
,
pp. 104-121
Persistent link: https://www.econbiz.de/10001728841
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3
Sample size, lag order and critical values of seasonal unit root tests
Harvey, David I.
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001847379
Saved in:
4
Bayesian forecasting of federal funds target rate decisions
Hauwe, Sjoerd van den
;
Paap, Richard
;
Dijk, Dick van
- In:
Journal of macroeconomics
37
(
2013
),
pp. 19-40
Persistent link: https://www.econbiz.de/10010237941
Saved in:
5
Forecasting volatility with the realized range in the presence of noise and non-trading
Bannouh, Karim
;
Martens, Martin
;
Dijk, Dick van
-
2012
Persistent link: https://www.econbiz.de/10009664660
Saved in:
6
Nonlinear forecasting with many predictors using kernel ridge regression
Exterkate, Peter
;
Groenen, Patrick J. F.
;
Heij, Christiaan
-
2013
Persistent link: https://www.econbiz.de/10009751849
Saved in:
7
Comparing the accuracy of copula-based multivariate density forecasts in selected regions of support
Diks, Cees G. H.
;
Panchenko, Valentyn
;
Sokolinskiy, Oleg
; …
-
2013
Persistent link: https://www.econbiz.de/10009756306
Saved in:
8
An alternative Bayesian approach to structural breaks in time series models
Hauwe, Sjoerd van den
;
Paap, Richard
;
Dijk, Dick van
-
2011
Persistent link: https://www.econbiz.de/10008857052
Saved in:
9
Nonlinear forecasting with many predictors using kernel ridge regression
Exterkate, Peter
;
Groenen, Patrick J. F.
;
Heij, Christiaan
-
2011
Persistent link: https://www.econbiz.de/10008809883
Saved in:
10
A comparison of biased simulation schemes for stochastic volatility models
Lord, Roger
;
Koekkoek, Remmert
;
Dijk, Dick van
-
2006
Persistent link: https://www.econbiz.de/10003332143
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