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type:"article"
~isPartOf:"Finance research letters"
~subject:"Stochastic process"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Estimation theory"
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Simulation
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Estimation theory
62
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Casals, José
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Finance research letters
Journal of econometrics
100
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
43
Econometric reviews
36
Economics letters
34
European journal of operational research : EJOR
30
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21
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Management science : journal of the Institute for Operations Research and the Management Sciences
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Mathematics of operations research
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
Econometrics : open access journal
11
Insurance / Mathematics & economics
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Journal of applied econometrics
11
Operations research letters
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The econometrics journal
11
Journal of empirical finance
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
INFORMS journal on computing : JOC
8
International journal of production research
8
International journal of theoretical and applied finance
8
Journal of economic dynamics & control
8
Statistics in transition : an international journal of the Polish Statistical Association
8
The review of economics and statistics
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International journal of forecasting
7
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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American journal of agricultural economics
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1
A critical analysis of the Weighted Least Squares Monte Carlo method for pricing American options
Reesor, R. Mark
;
Stentoft, Lars
;
Zhu, Xiaotian
- In:
Finance research letters
64
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014531706
Saved in:
2
Nonparametric statistical inference for stochastic optimal control problems and its applications for financial investment
Yang, Liu
;
Liang, Yanzi
;
Lan, Xinchen
;
Lu, Zheng
- In:
Finance research letters
64
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014531668
Saved in:
3
Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures
Hartkopf, Jan Patrick
;
Reh, Laura
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473708
Saved in:
4
Sequential elimination : fast sorts for unbiased quantile estimation
Palandri, Alessandro
- In:
Finance research letters
33
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012430872
Saved in:
5
Value-at-risk estimation with stochastic interest rate models for option-bond portfolios
Wang, Xiaoyu
;
Xie, Dejun
;
Jiang, Jingjing
;
Wu, Xiaoxia
; …
- In:
Finance research letters
21
(
2017
),
pp. 10-20
Persistent link: https://www.econbiz.de/10011807256
Saved in:
6
Efficient estimation of unconditional capital by Monte Carlo simulation
Ferrer, Alex
;
Casals, José
;
Sotoca, Sonia
- In:
Finance research letters
16
(
2016
),
pp. 75-84
Persistent link: https://www.econbiz.de/10011655082
Saved in:
7
Nonparametric estimation and testing of stochastic discount factor
Fang, Ying
;
Ren, Yun
;
Yuan, Yufei
- In:
Finance research letters
8
(
2011
)
4
,
pp. 196-205
Persistent link: https://www.econbiz.de/10009425853
Saved in:
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