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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_genre:"Non-commercial literature"
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Monte Carlo simulation
Option pricing theory
Estimation theory
129
Schätztheorie
129
Theorie
34
Theory
34
Estimation
33
Schätzung
33
Time series analysis
20
Zeitreihenanalyse
20
Regression analysis
15
Regressionsanalyse
15
Nichtparametrisches Verfahren
14
Nonparametric statistics
14
VAR model
12
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Panel study
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Monte-Carlo-Simulation
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United States
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Capital income
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IV-Schätzung
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Induktive Statistik
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Instrumental variables
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Statistical distribution
6
Statistical inference
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Statistische Verteilung
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Stochastic process
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Maximum likelihood estimation
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Kapetanios, George
3
Blake, Andrew P.
1
Carriero, Andrea
1
Chen, Han
1
Craig, Ben R.
1
Doz, Catherine
1
Escobar, Marcos
1
Fei, Yijie
1
Hong, Sanghyun
1
Honoré, Peter
1
Keller, Joachim G.
1
Marcellino, Massimiliano
1
Petronevich, Anna
1
Rastegari, Javad
1
Reed, W. Robert
1
Stentoft, Lars
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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.
11
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
7
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
SFB 649 discussion paper
6
Discussion papers of interdisciplinary research project 373
5
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
5
CORE discussion paper : DP
4
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
4
Economics working paper
4
GRIPS discussion papers
4
Staff reports / Federal Reserve Bank of New York
4
Warwick economic research papers
4
CESifo working papers
3
Cowles Foundation discussion paper
3
Discussion paper
3
Discussion paper / Deutsche Bundesbank
3
Discussion paper series
3
Discussion papers / CEPR
3
ERID working paper
3
Economics discussion papers
3
Federal Reserve Bank of Cleveland working paper series
3
Finance and economics discussion series
3
KBI
3
Sveriges Riksbank working paper series
3
Working paper / Department of Economics, Lund University
3
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
3
Working paper series / University of Zurich, Department of Economics
3
Working papers / TSE : WP
3
CARF working paper
2
CIRJE discussion papers / F series
2
CREATES research paper
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Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
2
Cardiff economics working papers
2
Department of Economics working paper series / McMaster University, Department of Economics
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Discussion paper / Institute of Social and Economic Research
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ECONIS (ZBW)
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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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