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accessRights:"restricted"
subject:"Monte Carlo simulation"
~isPartOf:"Finance research letters"
~isPartOf:"INFORMS journal on optimization"
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Monte Carlo simulation
Estimation theory
59
Schätztheorie
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Estimation
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14
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14
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Finance research letters
INFORMS journal on optimization
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18
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European journal of operational research : EJOR
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of forecasting
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Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
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Estimation of fixed effects partially linear varying coefficient spatial autoregressive model with disturbances correlated in space and time
Li, Bogui
;
Chen, Hao
- In:
Finance research letters
59
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014445336
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2
Value-at-risk estimation with stochastic interest rate models for option-bond portfolios
Wang, Xiaoyu
;
Xie, Dejun
;
Jiang, Jingjing
;
Wu, Xiaoxia
; …
- In:
Finance research letters
21
(
2017
),
pp. 10-20
Persistent link: https://www.econbiz.de/10011807256
Saved in:
3
Efficient estimation of unconditional capital by Monte Carlo simulation
Ferrer, Alex
;
Casals, José
;
Sotoca, Sonia
- In:
Finance research letters
16
(
2016
),
pp. 75-84
Persistent link: https://www.econbiz.de/10011655082
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