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Data-driven nonparametric spectral density estimators for economic time series : a Monte Carlo study
Birgean, Ionel; Kilian, Lutz - In: Econometric reviews 21 (2002) 4, pp. 449-476
Persistent link: https://www.econbiz.de/10001718225
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Time series models with a common stochastic variance for analysing economic time series
Koopman, Siem Jan; Bos, Charles S. - 2002
Persistent link: https://www.econbiz.de/10001718624
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Using Brownian bridge for fast simulation of jump-diffusion processes and barrier options
Metwally, Steve A. K.; Atiya, Amir F. - In: The journal of derivatives : the official publication … 10 (2002) 1, pp. 43-54
Persistent link: https://www.econbiz.de/10001718687
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A Monte Carlo comparison of various asymptotic approximations to the distribution of instrumental variables estimators
Hahn, Jinyong; Inoue, Atsushi - In: Econometric reviews 21 (2002) 3, pp. 309-336
Persistent link: https://www.econbiz.de/10001718757
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Dealmaking : using real options and Monte Carlo analysis
Razgaitis, Richard - 2003
Persistent link: https://www.econbiz.de/10001719025
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VaR : the state to play
Pearson, Neil D.; Smithson, Charles Wayne - In: Review of financial economics : RFE 11 (2002) 3, pp. 175-189
Persistent link: https://www.econbiz.de/10001720504
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Central limit theorem for sequential Monte Carlo methods and its applications to Bayesian inference
Chopin, Nicolas - 2002
Persistent link: https://www.econbiz.de/10001720951
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Efficient control variates for Monte-Carlo valuation of American options
Søndergaard Rasmussen, Nicki - 2002
Persistent link: https://www.econbiz.de/10001721470
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Estimation of hyperbolic diffusion using MCMC method
Tse, Yiu Kuen; Zhang, Xibin; Yu, Jun - 2002
Persistent link: https://www.econbiz.de/10001722409
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Adaptive polar sampling : a class of flexible and robust Monte Carlo integration methods
Bauwens, Luc; Bos, Charles S.; Dijk, Herman K. van; … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001702115