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subject:"Germany"
~isPartOf:"Applied economics letters"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Monte-Carlo-Simulation"
~subject:"Portfolio-Management"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Germany
Monte-Carlo-Simulation
Portfolio-Management
Estimation theory
237
Schätztheorie
237
Estimation
58
Schätzung
58
Time series analysis
51
Zeitreihenanalyse
51
Einheitswurzeltest
21
Unit root test
21
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20
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Regressionsanalyse
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Cointegration
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Theory
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Aufsatz in Zeitschrift
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Belloc, Filippo
1
Bernardi, Mauro
1
Bodnar, Olha
1
Bodnar, Taras
1
Caccioli, Fabio
1
Carmona, René
1
Chan, Ngai Hang
1
Chatzivasileiadis, Theodoros
1
Chen, Xiujian
1
Chen, Zirong
1
Crépey, Stéphane
1
Frahm, Gabriel
1
Giesen, Sebastian
1
Guhr, Thomas
1
Hsu Ku, Yuan-Hung
1
Huang, Zhenzhen
1
Huh, Hyeon-seung
1
Joshi, Mark S.
1
Jourdain, Benjamin
1
Kim, Hee-Soo
1
Kim, Inchul
1
Kondor, Imre
1
Kwan, Andy Cheuk-chiu
1
Kwok, Yue-Kuen
1
Kwon, Oh Kang
1
Lapeyre, Bernard
1
Li, Yong
1
Lin, Haonan
1
Lin, Shu
1
Liu, Yan
1
Lokshin, Boris
1
Lou, Zhusheng
1
Marsili, Matteo
1
Maruotti, Antonello
1
Min, Insik
1
Münnix, Michael C.
1
Ng, Chi Tim
1
Okhrin, Yarema
1
Petrella, Lea
1
Reed, W. Robert
1
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Applied economics letters
International journal of theoretical and applied finance
Journal of econometrics
60
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
46
Computational economics
28
Economics letters
27
European journal of operational research : EJOR
25
Econometric reviews
24
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
Finance research letters
19
Journal of banking & finance
18
Applied economics
15
Journal of risk
15
The econometrics journal
15
Economic modelling
14
Insurance / Mathematics & economics
13
Journal of empirical finance
13
Risks : open access journal
12
Quantitative finance
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Econometric theory
10
Econometrics : open access journal
10
International journal of forecasting
10
Journal of economic dynamics & control
10
Journal of financial econometrics
10
Journal of risk and financial management : JRFM
10
Journal of the American Statistical Association : JASA
9
Operations research
9
Financial markets and portfolio management
8
The journal of computational finance
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Journal of international money and finance
7
Oxford bulletin of economics and statistics
7
Quantitative economics : QE ; journal of the Econometric Society
7
Computational Management Science : CMS
6
Jahrbücher für Nationalökonomie und Statistik
6
Journal of forecasting
6
Journal of productivity analysis
6
The European journal of finance
6
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
5
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ECONIS (ZBW)
27
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1
Sequential Monte Carlo estimation for Present-Value model
Li, Yong
;
Lou, Zhusheng
;
Zhang, Qiaosen
;
Zhang, Mingzhi
- In:
Applied economics letters
29
(
2022
)
18
,
pp. 1702-1708
Persistent link: https://www.econbiz.de/10013412287
Saved in:
2
Should (co)jump variation be included in asset allocation?
Chen, Zirong
;
Lin, Haonan
;
Zheng, Xu
- In:
Applied economics letters
29
(
2022
)
20
,
pp. 1868-1875
Persistent link: https://www.econbiz.de/10013412321
Saved in:
3
A Monte Carlo synthetic sample based performance evaluation method for covariance matrix estimators
Yuan, Jin
;
Yuan, Xianghui
- In:
Applied economics letters
28
(
2021
)
2
,
pp. 124-128
Persistent link: https://www.econbiz.de/10012415096
Saved in:
4
Efficient risk measures calculations for generalized CreditRisk+ models
Huang, Zhenzhen
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-51
Persistent link: https://www.econbiz.de/10012650350
Saved in:
5
Parameter estimation in spatial econometric models with non-random missing data
Seya, Hajime
;
Tomari, Masashi
;
Uno, Shohei
- In:
Applied economics letters
28
(
2021
)
6
,
pp. 440-446
Persistent link: https://www.econbiz.de/10012485047
Saved in:
6
Dynamic panel of count data with initial event and correlated heterogeneity
Yoon, Sung-Joo
- In:
Applied economics letters
27
(
2020
)
4
,
pp. 302-306
Persistent link: https://www.econbiz.de/10012205447
Saved in:
7
Forecast of realized covariance matrix based on asymptotic distribution of the LU decomposition with an application for balancing minimum variance portfolio
Kim, Hee-Soo
;
Shin, Dong-wan
- In:
Applied economics letters
26
(
2019
)
8
,
pp. 661-668
Persistent link: https://www.econbiz.de/10012204303
Saved in:
8
Quasi-Monte Carlo application in CGE systematic sensitivity analysis
Chatzivasileiadis, Theodoros
- In:
Applied economics letters
25
(
2018
)
21
,
pp. 1521-1526
Persistent link: https://www.econbiz.de/10012138045
Saved in:
9
Arbitrage pricing theory in ergodic markets
Frahm, Gabriel
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011903768
Saved in:
10
Impulse response analysis in a misspecified DSGE model : a comparison of full and limited information techniques
Giesen, Sebastian
;
Scheufele, Rolf
- In:
Applied economics letters
23
(
2016
)
1/3
,
pp. 162-166
Persistent link: https://www.econbiz.de/10011414505
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