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accessRights:"restricted"
subject:"Monte Carlo simulation"
~subject:"Method of moments"
~subject:"Statistische Verteilung"
~subject:"Volatilität"
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Monte Carlo simulation
Method of moments
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Estimation theory
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1,285
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1,260
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978
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978
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934
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931
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737
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534
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7
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7
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7
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6
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6
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Li, Yong
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4
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Sucarrat, Genaro
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6
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1
Missing endogenous variables in conditional moment restriction models
Cosma, Antonio
;
Kostyrka, Andreï
;
Tripathi, Gautam
-
2024
Persistent link: https://www.econbiz.de/10014472580
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2
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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3
Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement
Liu, Xiaoyu
;
Yan, Xing
;
Zhang, Kun
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1168-1177
Persistent link: https://www.econbiz.de/10014456483
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4
Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility
Shiraya, Kenichiro
;
Yamakami, Tomohisa
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1195-1214
Persistent link: https://www.econbiz.de/10014456946
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5
The wrong skewness problem in stochastic frontier analysis : a review
Papadopoulos, Alecos
;
Parmeter, Christopher F.
- In:
Journal of productivity analysis : an official journal …
61
(
2024
)
2
,
pp. 121-134
Persistent link: https://www.econbiz.de/10014502478
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6
Estimation of endogenous firm productivity without instruments : an application to foreign investment
Jia, Fei
;
Huang, Minjie
;
Zhao, Shunan
- In:
Journal of productivity analysis : an official journal …
61
(
2024
)
2
,
pp. 135-155
Persistent link: https://www.econbiz.de/10014502481
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7
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
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8
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
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9
Robust estimation techniques for the tail index of the new Pareto-type distribution
Muhammad Aslam Mohd Safari
;
Masseran, Nurulkamal
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
3
,
pp. 1161-1189
Persistent link: https://www.econbiz.de/10014519737
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10
On Bayesian credibility mean for finite mixture distributions
Jahanbani, Ehsan
;
Najafabadi, Amir T. Payandeh
; …
- In:
Annals of actuarial science : publ. by the Institute of …
18
(
2024
)
1
,
pp. 5-29
Persistent link: https://www.econbiz.de/10014519964
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