Similar Search Results - EconBiz

A method to generate multivariate data with moments arbitrary close to the desired moments

Lyhagen, Johan (contributor) - 2001 - [Elektronische Ressource]

We show how it is possible to generate multivariate data which have moments arbitrary close to the desired ones. They are generated as linear combinations of variables with known theoretical moments. It is shown how to derive the weights of the linear combinations in both the univariate and the...

Persistent link: https://www.econbiz.de/10001629177

Transparentes Monte-Carlo-Verfahren zur Risikosteuerung im Aktienderivatebereich

Schwendner, Peter; Martin, Stephan; Papies, Simon - In: Die Bank (2002) 1, pp. 58-62

Persistent link: https://www.econbiz.de/10001632459

Applications of Monte Carlo methods to finance and insurance

Herzog, Thomas N.; Lord, Graham - 2002

Persistent link: https://www.econbiz.de/10001695453

Optimal importance sampling in securities pricing

Su, Yi; Fu, Michael - In: The journal of computational finance 5 (2002) 4, pp. 27-50

Persistent link: https://www.econbiz.de/10001695832

Asymmetric unit tests in the presence of structural breaks under the null

Cook, Steven (contributor) - In: Economics bulletin : EB (2001)

Persistent link: https://www.econbiz.de/10001697752

Testing for asymmetry in economic time series using bootstrap methods

Lupi, Claudio (contributor); Ordine, Patrizia (contributor) - In: Economics bulletin : EB (2001)

Persistent link: https://www.econbiz.de/10001697762

A Monte Carlo comparison between the free cash flow and discounted cash flow approaches

Akalu, Mehari Mekonnen; Turner, J. Rodney - 2002

Persistent link: https://www.econbiz.de/10001699714

Lag length selection in vector autoregressive models : symmetric and asymmetric lags

Ozcicek, Omer; McMillin, W. Douglas - In: Applied economics 31 (1999) 4, pp. 517-524

Persistent link: https://www.econbiz.de/10001418812

Nonparametric tests for common but unspecified population distributions : a Monte Carlo comparison

Anderson, Gordon - 1994

Persistent link: https://www.econbiz.de/10000891374

Segmentation methods for metric conjoint analysis : a Monte Carlo comparison

Vriens, Marco; Wedel, Michel; Wilms, Tom - 1992

Persistent link: https://www.econbiz.de/10000843019

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