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accessRights:"restricted"
subject:"Monte Carlo simulation"
~isPartOf:"Journal of mathematical finance"
~subject:"Autokorrelation"
~subject:"Schätzung"
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Monte Carlo simulation
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Estimation theory
16
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Ngunyi, Anthony
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Journal of mathematical finance
Journal of econometrics
210
Economics letters
86
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
86
Econometric reviews
71
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
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36
Computational economics
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Discussion papers / CEPR
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Finance research letters
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International journal of forecasting
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of financial econometrics
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The econometrics journal
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Journal of economic dynamics & control
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Journal of quantitative economics
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Journal of risk
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Journal of time series econometrics
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Regional science & urban economics
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The North American journal of economics and finance : a journal of financial economics studies
11
IEA CO2 Emissions from Fuel Combustion Statistics: Greenhouse Gas Emissions from Energy
10
Insurance / Mathematics & economics
10
Journal of econometric methods
10
Journal of forecasting
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Journal of applied econometrics
9
Working paper / National Bureau of Economic Research, Inc.
9
Theoretical economics letters
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Letters in spatial and resource sciences : LSRS
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International journal of economics and finance
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1
Modelling volatility dynamics of cryptocurrencies using GARCH models
Ngunyi, Anthony
;
Mundia, Simon
;
Omari, Cyprian Ondieki
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 591-615
Persistent link: https://www.econbiz.de/10012433128
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2
Multivariate stochastic volatility estimation with sparse grid integration
Esen, Halil Erturk
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 68-81
Persistent link: https://www.econbiz.de/10011543122
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3
An econometric approach to incorporating non-normality in VaR measurement
Gumbo, Victor
;
Siziba, Simiso
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 82-98
Persistent link: https://www.econbiz.de/10011543127
Saved in:
4
Modelling stock prices with Exponential Weighted Moving Average (EWMA)
Adewuyi, Adejumo Wahab
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 99-104
Persistent link: https://www.econbiz.de/10011543134
Saved in:
5
The pricing of credit derivatives and estimation of default probability
Zhou, Hanghang
;
Zhao, Dianli
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 243-248
Persistent link: https://www.econbiz.de/10011438503
Saved in:
6
Simulation of leveraged ETF volatility using nonparametric density estimation
Ginley, Matthew
;
Scott, David W.
;
Ensor, Katherine Bennett
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 457-479
Persistent link: https://www.econbiz.de/10011440276
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