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isPartOf:"Applying maximum entropy to econometric problems"
subject:"Monte Carlo simulation"
~isPartOf:"Risks : open access journal"
~isPartOf:"The econometrics journal"
~isPartOf:"Working paper"
~subject:"Option pricing theory"
~type:"book"
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Search: subject_exact:"Estimation theory"
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Monte Carlo simulation
Option pricing theory
Estimation theory
149
Schätztheorie
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Estimation
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Theorie
34
Theory
34
Time series analysis
23
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23
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Instrumental variables
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Kapetanios, George
3
Blake, Andrew P.
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Carriero, Andrea
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Chen, Han
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Craig, Ben R.
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Doz, Catherine
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Escobar, Marcos
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Fei, Yijie
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Hong, Sanghyun
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Honoré, Peter
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Applying maximum entropy to econometric problems
Risks : open access journal
The econometrics journal
Working paper
Discussion paper / Tinbergen Institute
15
Working paper / National Bureau of Economic Research, Inc.
14
NBER Working Paper
12
NBER working paper series
10
CEMMAP working papers / Centre for Microdata Methods and Practice
9
Working paper / Department of Econometrics and Business Statistics, Monash University
9
Discussion paper series / IZA
8
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
SFB 649 discussion paper
6
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
6
Discussion papers of interdisciplinary research project 373
5
Finance and economics discussion series
5
Warwick economic research papers
5
CORE discussion paper : DP
4
Center for Policy Research Working Paper
4
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
4
Discussion papers / CEPR
4
Economics discussion papers
4
Economics working paper
4
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4
IZA Discussion Paper
4
Report / Econometric Institute, Erasmus University Rotterdam
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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Bundesbank Series 1 Discussion Paper
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1
Multivariate stochastic volatility models based on generalized Fisher transformation
Chen, Han
;
Fei, Yijie
;
Yu, Jun
-
2023
Persistent link: https://www.econbiz.de/10014329798
Saved in:
2
Covariance dependent kernels, a Q-affine GARCH for multi-asset option pricing
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
-
2023
Persistent link: https://www.econbiz.de/10014281687
Saved in:
3
Using monte carlo experiments to select meta-analytic estimators
Hong, Sanghyun
;
Reed, W. Robert
-
2020
-
Revision
Persistent link: https://www.econbiz.de/10012426564
Saved in:
4
On the consistency of the two-step estimates of the MS-DFM : a Monte Carlo study
Doz, Catherine
;
Petronevich, Anna
-
2017
Persistent link: https://www.econbiz.de/10011751519
Saved in:
5
A shrinkage instrumental variable estimator for large datasets
Carriero, Andrea
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003671721
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6
Testing for strict stationarity
Kapetanios, George
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003475291
Saved in:
7
Testing the martingale difference hypothesis using neural network approximations
Kapetanios, George
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003475296
Saved in:
8
Efficient control variates for Monte-Carlo valuation of American options
Søndergaard Rasmussen, Nicki
-
2002
Persistent link: https://www.econbiz.de/10001721470
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9
The empirical performance of option based densities of foreign exchange
Craig, Ben R.
;
Keller, Joachim G.
-
2002
Persistent link: https://www.econbiz.de/10001650407
Saved in:
10
Pitfalls in estimating jump-diffusion models
Honoré, Peter
-
1998
Persistent link: https://www.econbiz.de/10000994072
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