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subject:"Statistical test"
~isPartOf:"Applied economics letters"
~isPartOf:"Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen"
~subject:"Theorie"
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Statistical test
Theorie
Analysis of variance
10
Varianzanalyse
10
Theory
6
Estimation
4
Schätzung
4
Decomposition method
2
Dekompositionsverfahren
2
Estimation theory
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Option pricing theory
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Optionspreistheorie
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1973-1998
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Müller, Armin
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Jeong, Jinook
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Applied economics letters
Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
Journal of econometrics
14
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
10
Journal of empirical finance
10
SFB 649 discussion paper
9
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
9
International journal of theoretical and applied finance
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
Econometric reviews
7
Journal of banking & finance
7
Journal of financial econometrics
7
Working paper series / University of Zurich, Department of Economics
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Quantitative finance
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Research paper series / Swiss Finance Institute
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Statistical papers
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The review of financial studies
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CREATES research paper
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Discussion paper / Tinbergen Institute
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Economics letters
4
Economics working paper
4
Reihe Quantitative Ökonomie : Ökon
4
Research notes in economics & statistics
4
The review of economics and statistics
4
Theorien und Methoden der Betriebswirtschaft : Handbuch für Wissenschaftler und Studierende
4
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Working paper series / Centre for Practical Quantitative Finance
4
CEA_372Cass working paper series
3
CEMMAP working papers / Centre for Microdata Methods and Practice
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Diskussionspapiere der Europa-Universität Viadrina Frankfurt (Oder), Fakultät Wirtschaftswissenschaften
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Dresdner Beiträge zu quantitativen Verfahren
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Economic modelling
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Finance and stochastics
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Finance research letters
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Insurance / Mathematics & economics
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International journal of forecasting
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1
Approximations of option price elasticities for importance sampling
Müller, Armin
-
2016
Persistent link: https://www.econbiz.de/10011569081
Saved in:
2
Variance reduced value at risk Monte-Carlo simulations
Müller, Armin
-
2016
Persistent link: https://www.econbiz.de/10011569130
Saved in:
3
A joint application of the put-call-parity and importance sampling to variance reduced option pricing
Müller, Armin
-
2016
Persistent link: https://www.econbiz.de/10011517497
Saved in:
4
Finite-maturity stock loans under the constant elasticity of variance model
Yan, Li
;
Qin, Xiaoer
;
Li, Haoqi
- In:
Applied economics letters
26
(
2019
)
4
,
pp. 316-320
Persistent link: https://www.econbiz.de/10012204199
Saved in:
5
Testing for stationarity using covariates : an application to purchasing power parity
Amara, Jomana
- In:
Applied economics letters
18
(
2011
)
13/15
,
pp. 1295-1301
Persistent link: https://www.econbiz.de/10009348087
Saved in:
6
The effect of a variance shift on the Breusch-Godfrey's LM test
Hyun, Joo-Yeon
;
Mun, Hyeong Ho
;
Kim, Tae-hwan
;
Jeong, Jinook
- In:
Applied economics letters
17
(
2010
)
4/6
,
pp. 399-404
Persistent link: https://www.econbiz.de/10003979503
Saved in:
7
Returns to education and wage equations : a dynamic approach
Andini, Corrado
- In:
Applied economics letters
14
(
2007
)
7/9
,
pp. 577-579
Persistent link: https://www.econbiz.de/10003512269
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