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~isPartOf:"Journal of applied econometrics"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~subject:"Simulation"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Simulation
Volatilität
Estimation theory
311
Schätztheorie
311
Theorie
189
Theory
189
Time series analysis
52
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52
Estimation
49
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49
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20
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Fair, Ray C.
2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Lin, Wen-ling Tsai
1
MacKinnon, James G.
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Journal of applied econometrics
Technical working paper / National Bureau of Economic Research
Journal of econometrics
154
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
Econometric reviews
43
Economics letters
43
Discussion paper / Tinbergen Institute
38
European journal of operational research : EJOR
25
Economic modelling
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Computational economics
20
Journal of empirical finance
20
Econometric theory
19
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
17
International journal of forecasting
17
Discussion paper / Center for Economic Research, Tilburg University
16
Finance research letters
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
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15
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15
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15
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14
International journal of theoretical and applied finance
14
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13
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13
NBER Working Paper
13
Econometrics : open access journal
12
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12
Working paper / National Bureau of Economic Research, Inc.
12
Journal of risk and financial management : JRFM
11
The North American journal of economics and finance : a journal of financial economics studies
11
Applied economics
10
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
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10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Série des documents de travail / Centre de Recherche en Économie et Statistique
10
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
10
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10
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ECONIS (ZBW)
16
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1
Volatility of price indices for heterogeneous goods with applications to the fine art market
Bocart, Fabian Y. R.
;
Hafner, Christian M.
- In:
Journal of applied econometrics
30
(
2015
)
2
,
pp. 291-312
Persistent link: https://www.econbiz.de/10011327602
Saved in:
2
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
-
2001
Persistent link: https://www.econbiz.de/10001606888
Saved in:
3
A new use of importance sampling to reduce computational burden in simulation estimation
Ackerberg, Daniel A.
-
2001
Persistent link: https://www.econbiz.de/10001596235
Saved in:
4
Modelling and forecasting level shifts in absolute returns
Franses, Philip Hans
;
Leij, Marco van der
;
Paap, Richard
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 601-616
Persistent link: https://www.econbiz.de/10001709318
Saved in:
5
Regression-based tests of predictive ability
West, Kenneth D.
;
McCracken, Michael W.
-
1998
Persistent link: https://www.econbiz.de/10000985905
Saved in:
6
An empirical application of stochastic volatility models
Mahieu, Ronald J.
- In:
Journal of applied econometrics
13
(
1998
)
4
,
pp. 333-359
Persistent link: https://www.econbiz.de/10001247132
Saved in:
7
Numerical distribution functions for unit root and cointegration tests
MacKinnon, James G.
- In:
Journal of applied econometrics
11
(
1996
)
6
,
pp. 601-618
Persistent link: https://www.econbiz.de/10001211085
Saved in:
8
Modeling volatility dynamics
Diebold, Francis X.
;
García López, José A.
-
1995
Persistent link: https://www.econbiz.de/10000920972
Saved in:
9
Continuous record asymptotics for rolling sample variance estimators
Foster, Dean P.
;
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10000934888
Saved in:
10
Prediction, filtering and smoothing in non-linear and non-normal cases using Monte Carlo integration
Tanizaki, Hisashi
- In:
Journal of applied econometrics
9
(
1994
)
2
,
pp. 163-179
Persistent link: https://www.econbiz.de/10001162513
Saved in:
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