//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
The Pricing of Asian Options u...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Monte Carlo simulation
57
Monte-Carlo-Simulation
57
Theorie
31
Theory
31
Markov chain
23
Markov-Kette
23
Estimation theory
22
Schätztheorie
22
Bayesian inference
21
Bayes-Statistik
20
Estimation
15
Schätzung
15
Time series analysis
12
Zeitreihenanalyse
12
Markov chain Monte Carlo
10
Volatility
10
Volatilität
10
Regression analysis
8
Regressionsanalyse
8
Multivariate Analyse
6
Multivariate analysis
6
Stochastic process
6
Stochastischer Prozess
6
USA
6
United States
6
ARCH model
5
ARCH-Modell
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Statistical distribution
5
Statistische Verteilung
5
Capital income
4
Kapitaleinkommen
4
Bootstrap approach
3
Bootstrap-Verfahren
3
CAPM
3
Econometrics
3
Forecasting model
3
Induktive Statistik
3
Prognoseverfahren
3
more ...
less ...
Online availability
All
Undetermined
22
Free
2
Type of publication
All
Article
57
Type of publication (narrower categories)
All
Article in journal
56
Aufsatz in Zeitschrift
56
Reprint
1
Language
All
English
57
Author
All
Frühwirth-Schnatter, Sylvia
2
Hansen, Christian Bailey
2
Huber, Martin
2
Kalli, Maria
2
Lechner, Michael
2
Qian, Hang
2
Yamauchi, Yuta
2
Aastveit, Knut Are
1
Abowd, John M.
1
Barassi, Marco R.
1
Beaulieu, Marie-Claude
1
Berg, Gerard J. van den
1
Bernstein Megdal, Sharon
1
Bester, C. Alan
1
Bodory, Hugo
1
Bormetti, Giacomo
1
Cadarso-Suarez, Carmen
1
Camba-Méndez, Gonzalo
1
Camponovo, Lorenzo
1
Card, David E.
1
Casarin, Roberto
1
Cecchetti, Stephen G.
1
Chen, Willa W.
1
Chen, Wilson Ye
1
Cheng, Tingting
1
Chib, Siddhartha
1
Cockburn, Iain
1
Corsi, Fulvio
1
Damien, Paul
1
DeSarbo, Wayne
1
Debarsy, Nicolas
1
Deo, Rohit S.
1
Devereux, Paul J.
1
Dijk, Dick van
1
Dijk, Herman K. van
1
Dole, David
1
Duan, Jin-Chuan
1
Dufour, Jean-Marie
1
Eraker, Bjørn
1
Escanciano, J. Carlos
1
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
MPRA Paper
236
Journal of econometrics
134
Discussion paper / Tinbergen Institute
124
Working Paper
106
Physica A: Statistical Mechanics and its Applications
100
Research paper series / Swiss Finance Institute
100
NBER Working Papers
96
Economics Papers from University Paris Dauphine
94
Finance
93
Research Paper Series / Finance Discipline Group, Business School
83
Working paper
83
Finance and Stochastics
77
Journal of Banking & Finance
73
Swiss Finance Institute Research Paper
69
Economics letters
67
Computational economics
62
European journal of operational research : EJOR
61
The journal of computational finance
58
Econometric reviews
54
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
SSE/EFI Working Paper Series in Economics and Finance
53
ECB Working Paper
52
CEMMAP working papers / Centre for Microdata Methods and Practice
49
Applied economics
48
Tinbergen Institute Discussion Paper
48
CEPR Discussion Papers
47
Journal of applied econometrics
44
International journal of theoretical and applied finance
43
Journal of risk and financial management : JRFM
43
Quantitative finance
43
Bonn Econ Discussion Papers
42
Risks : open access journal
41
ICMA Centre Discussion Papers in Finance
40
NBER working paper series
40
SFB 649 discussion paper
40
SFB 649 Discussion Papers
39
Discussion Paper Serie B
38
Tinbergen Institute Discussion Papers
38
Working paper series / European Central Bank
38
more ...
less ...
Source
All
ECONIS (ZBW)
57
Showing
1
-
10
of
57
Sort
Relevance
Date (newest first)
Date (oldest first)
1
On the choice of functional forms : summary of a Monte Carlo experiment
Gagné, Robert
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
1
,
pp. 118-124
Persistent link: https://www.econbiz.de/10001231012
Saved in:
2
Analysis of patent data : a mixed-Poisson-regression-model approach
Wang, Peiming
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
1
,
pp. 27-41
Persistent link: https://www.econbiz.de/10001231057
Saved in:
3
Semiparametric tests for double unit roots based on symmetric estimators
Shin, Dong-wan
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
1
,
pp. 67-73
Persistent link: https://www.econbiz.de/10001253386
Saved in:
4
Empirical analysis of affine versus nonaffine variance specifications in jump-diffusion models for equity indices
Ignatieva, Ekaterina
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 68-75
Persistent link: https://www.econbiz.de/10011389699
Saved in:
5
Flexible modeling of dependence in volatility processes
Kalli, Maria
;
Griffin, Jim
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 102-113
Persistent link: https://www.econbiz.de/10011389911
Saved in:
6
Numerically accelerated importance sampling for nonlinear non-Gaussian state-space models
Koopman, Siem Jan
;
Lucas, André
;
Scharth, Marcel
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 114-127
Persistent link: https://www.econbiz.de/10011389921
Saved in:
7
Density-tempered marginalized sequential Monte Carlo samplers
Duan, Jin-Chuan
;
Fulop, Andras
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
2
,
pp. 192-202
Persistent link: https://www.econbiz.de/10011390012
Saved in:
8
Bayesian bandwidth estimation in nonparametric time-varying coefficient models
Cheng, Tingting
;
Gao, Jiti
;
Zhang, Xibin
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10012175865
Saved in:
9
Inequality constrained state-space models
Qian, Hang
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 350-362
Persistent link: https://www.econbiz.de/10012177369
Saved in:
10
Modeling endogenous mobility in earnings determination
Abowd, John M.
;
McKinney, Kevin L.
;
Schmutte, Ian M.
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 405-418
Persistent link: https://www.econbiz.de/10012178184
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->