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subject:"Schätzung"
~person:"Dijk, Dick van"
~subject:"Optionspreistheorie"
~subject:"Statistical distribution"
~type_genre:"Non-commercial literature"
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Schätzung
Optionspreistheorie
Statistical distribution
Monte Carlo simulation
11
Monte-Carlo-Simulation
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Prognoseverfahren
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Nichtlineare Regression
6
Nonlinear regression
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Theorie
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1984-2006
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Copula-based density forecast
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Estimation
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Estimation theory
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Geld-Brief-Spanne
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High dimensionality
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Dijk, Dick van
Dijk, Herman K. van
13
Frühwirth-Schnatter, Sylvia
9
Chiarella, Carl
8
Koopman, Siem Jan
8
Pesaran, M. Hashem
8
Weber, Andrea
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Winter-Ebmer, Rudolf
8
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6
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6
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5
Fischer, Manfred M.
5
Haque, Qazi
5
Herbst, Edward P.
5
Joshi, Mark S.
5
Korobilis, Dimitris
5
Ravazzolo, Francesco
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Ardia, David
4
Chan, Joshua
4
Chudik, Alexander
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Cooper, Russell W.
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Haltiwanger, John C.
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Kang, Boda
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Li, Feng
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McAleer, Michael
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Nakajima, Jouchi
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Nason, James Michael
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Pick, Andreas
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Schröder, Maximilian
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Timmermann, Allan
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Willis, Jonathan L.
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3
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3
Gopal, Sucharita
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Discussion paper / School of Economics, The University of New South Wales
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ECONIS (ZBW)
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Comparing the accuracy of copula-based multivariate density forecasts in selected regions of support
Diks, Cees G. H.
;
Panchenko, Valentyn
;
Sokolinskiy, Oleg
; …
-
2013
Persistent link: https://www.econbiz.de/10009756306
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2
Range-based covariance estimation using high-frequency data : the realized co-range
Bannouh, Karim
(
contributor
);
Dijk, Dick van
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003754160
Saved in:
3
Partial liklihood-based scoring rules for evaluating density forecasts in tails
Diks, Cees G. H.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003798183
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