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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~institution:"Federal Reserve Bank of Cleveland"
~institution:"Rodney L. White Center for Financial Research"
~subject:"Estimation"
~type_genre:"Arbeitspapier"
~type_genre:"Collection of articles of several authors"
~type_genre:"Lehrbuch"
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Monte-Carlo-Simulation
Panel study
Estimation
Estimation theory
7
Schätztheorie
7
Theorie
7
Theory
7
Exchange rate
4
Volatility
4
Volatilität
4
Wechselkurs
4
Schätzung
3
USA
3
United States
3
Capital income
2
Kapitaleinkommen
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Stochastic process
2
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2
Börsenkurs
1
CAPM
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Deutschland
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Großbritannien
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Incomplete market
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Option pricing theory
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Optionspreistheorie
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Arbeitspapier
Collection of articles of several authors
Lehrbuch
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3
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3
Working Paper
3
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English
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Brandt, Michael W.
1
Craig, Ben R.
1
Keller, Joachim G.
1
Pástor, Ľuboš
1
Santa-Clara, Pedro
1
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1
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Federal Reserve Bank of Cleveland
Rodney L. White Center for Financial Research
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
15
National Bureau of Economic Research
8
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4
Banque de France / Direction des Etudes Economiques et de la Recherche
3
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
Nationalekonomiska Institutionen <Lund>
3
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Trinity College Dublin / Department of Economics
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2
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2
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1
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1
Australian National University / Faculty of Economics and Commerce
1
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1
Center for Economic Analysis of Human Behavior and Social Institutions, National Bureau of Economic Research, inc.
1
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1
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1
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Working papers / Rodney L. White Center for Financial Research
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ECONIS (ZBW)
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The empirical performance of option-based densities of foreign exchange
Craig, Ben R.
(
contributor
);
Keller, Joachim G.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002542714
Saved in:
2
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011289
Saved in:
3
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011410
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