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accessRights:"restricted"
subject:"Monte Carlo simulation"
~isPartOf:"Computational economics"
~isPartOf:"INFORMS journal on optimization"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Estimation theory"
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Monte Carlo simulation
Statistische Verteilung
Estimation theory
82
Schätztheorie
82
Time series analysis
25
Zeitreihenanalyse
25
Monte-Carlo-Simulation
18
Estimation
16
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15
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13
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11
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Boubaker, Heni
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Shukur, Ghazi
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Akira Toda, Alexis
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Computational economics
INFORMS journal on optimization
Journal of econometrics
50
Insurance / Mathematics & economics
29
Econometric reviews
28
Economics letters
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
European journal of operational research : EJOR
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Applied economics
12
International journal of forecasting
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Finance research letters
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Journal of financial econometrics
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The econometrics journal
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The journal of operational risk
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ASTIN bulletin : the journal of the International Actuarial Association
4
Astin bulletin : the journal of the International Actuarial Association
4
Journal of economic dynamics & control
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Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
4
Journal of risk
4
Journal of time series econometrics
4
Scandinavian actuarial journal
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Working paper / National Bureau of Economic Research, Inc.
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Computational Management Science : CMS
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of banking & finance
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ECONIS (ZBW)
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1
A semi-closed form approximation of arbitrage‑free call option price surface
Kundu, Arindam
;
Kumar, Sumit
;
Tomar, Nutan Kumar
- In:
Computational economics
63
(
2024
)
4
,
pp. 1431-1457
Persistent link: https://www.econbiz.de/10014549032
Saved in:
2
Distributionally robust optimization based on kernel density estimation and mean-entropic value-at-risk
Liu, Wei
;
Li, Yang
;
Yu, Bo
- In:
INFORMS journal on optimization
5
(
2023
)
1
,
pp. 68-91
Persistent link: https://www.econbiz.de/10014292039
Saved in:
3
Multivariate cointegration and temporal aggregation : some further simulation results
Otero, Jesús G.
;
Panagiōtidēs, Theodōros
; …
- In:
Computational economics
59
(
2022
)
1
,
pp. 59-70
Persistent link: https://www.econbiz.de/10013168902
Saved in:
4
Optimality between time of estimation and reliability of model results in the Monte Carlo method : a case for a CGE model
Tanaka, Tetsuji
;
Guo, Jin
;
Hiyama, Naruto
;
Karapınar, …
- In:
Computational economics
59
(
2022
)
1
,
pp. 151-176
Persistent link: https://www.econbiz.de/10013168933
Saved in:
5
Best subset selection for double-threshold-variable autoregressive moving-average models : the Bayesian approach
Zheng, Xiaobing
;
Liang, Kun
;
Xia, Qiang
;
Zhang, Dabin
- In:
Computational economics
59
(
2022
)
3
,
pp. 1175-1201
Persistent link: https://www.econbiz.de/10013169238
Saved in:
6
Distributionally robust optimization with confidence bands for probability density functions
Chen, Xi
;
Lin, Qihang
;
Xu, Guanglin
- In:
INFORMS journal on optimization
4
(
2022
)
1
,
pp. 65-89
Persistent link: https://www.econbiz.de/10013185200
Saved in:
7
Improving sample average approximation using distributional robustness
Anderson, Edward J.
;
Philpott, Andy
- In:
INFORMS journal on optimization
4
(
2022
)
1
,
pp. 90-124
Persistent link: https://www.econbiz.de/10013185210
Saved in:
8
A computational analysis of the tradeoff in the estimation of different state space specifications of continuous time affine term structure models
Juneja, Januj Amar
- In:
Computational economics
60
(
2022
)
1
,
pp. 173-220
Persistent link: https://www.econbiz.de/10013262506
Saved in:
9
Bayesian estimation for high-frequency volatility models in a time deformed framework
Santos, Antonio A. F.
- In:
Computational economics
57
(
2021
)
2
,
pp. 455-479
Persistent link: https://www.econbiz.de/10012486920
Saved in:
10
Data-based automatic discretization of nonparametric distributions
Akira Toda, Alexis
- In:
Computational economics
57
(
2021
)
4
,
pp. 1217-1235
Persistent link: https://www.econbiz.de/10012543278
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