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subject:"Maximum-Likelihood-Schätzung"
subject:"Monte Carlo simulation"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of banking & finance"
~subject:"ARCH model"
~subject:"USA"
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Maximum-Likelihood-Schätzung
Monte Carlo simulation
ARCH model
USA
Estimation theory
214
Schätztheorie
214
Estimation
84
Schätzung
82
Time series analysis
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VAR-Modell
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Kumar, Dilip
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Li, Yong
2
Sriananthakumar, Sivagowry
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2
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1
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1
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1
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Economic modelling
Journal of banking & finance
Journal of econometrics
190
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
157
Economics letters
82
Discussion paper / Tinbergen Institute
61
Econometric reviews
58
Econometric theory
54
Working paper / National Bureau of Economic Research, Inc.
49
The review of economics and statistics
46
Applied economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The econometrics journal
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Computational economics
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International journal of forecasting
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American journal of agricultural economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Econometrics : open access journal
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European journal of operational research : EJOR
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Journal of empirical finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
Finance research letters
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Journal of economic dynamics & control
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Insurance / Mathematics & economics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of risk and financial management : JRFM
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Journal of financial and quantitative analysis : JFQA
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Statistics in transition : an international journal of the Polish Statistical Association
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ECONIS (ZBW)
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1
Sequential Bayesian inference for agent-based models with application to the Chinese business cycle
Zhang, Jinyu
;
Zhang, Qiaosen
;
Li, Yong
;
Wang, Qianchao
- In:
Economic modelling
126
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014463503
Saved in:
2
Sequential Bayesian bandwidth selection for multivariate kernel regression with applications
Li, Yong
;
Zhang, Mingzhi
;
Zhang, Yonghui
- In:
Economic modelling
112
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013349100
Saved in:
3
Can you jump this high? : quantifying barriers to market participation
Guerini, Mattia
;
Musso, Patrick
;
Nesta, Lionel
- In:
Economic modelling
98
(
2021
),
pp. 192-217
Persistent link: https://www.econbiz.de/10012793892
Saved in:
4
Bayesian estimation for a semiparametric nonlinear volatility model
Hu, Shuowen
;
Poskitt, Donald Stephen
;
Zhang, Xibin
- In:
Economic modelling
98
(
2021
),
pp. 361-370
Persistent link: https://www.econbiz.de/10012793996
Saved in:
5
A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012819586
Saved in:
6
Affine multivariate GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
Saved in:
7
Hierarchically spatial autoregressive and moving average error model
Ye, Qianting
;
Liang, Huajie
;
Lin, Kuan-pin
;
Long, Zhihe
- In:
Economic modelling
76
(
2019
),
pp. 14-30
Persistent link: https://www.econbiz.de/10012198232
Saved in:
8
Statistical inference of partially linear varying coefficient spatial autoregressive models
Wei, Chuanhua
;
Guo, Shuang
;
Zhai, Shufen
- In:
Economic modelling
64
(
2017
),
pp. 553-559
Persistent link: https://www.econbiz.de/10011761310
Saved in:
9
Are correlations constant? : empirical and theoretical results on popular correlation models in finance
Adams, Zeno
;
Füss, Roland
;
Glück, Thorsten
- In:
Journal of banking & finance
84
(
2017
),
pp. 9-24
Persistent link: https://www.econbiz.de/10011816833
Saved in:
10
Volatility risk premium implications of GARCH option pricing models
Papantonis, Ioannis
- In:
Economic modelling
58
(
2016
),
pp. 104-115
Persistent link: https://www.econbiz.de/10011647056
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