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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Monte-Carlo-Simulation"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Forschungsbericht"
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Monte-Carlo-Simulation
Estimation theory
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Schätztheorie
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Corsi, Fulvio
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Frühwirth-Schnatter, Sylvia
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Hahn, Markus
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
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Computational economics
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Econometric reviews
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Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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European journal of operational research : EJOR
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Econometric theory
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Econometrics : open access journal
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Journal of the American Statistical Association : JASA
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Finance research letters
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Journal of time series econometrics
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Organizational research methods : ORM
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Statistics in transition : an international journal of the Polish Statistical Association
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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International journal of theoretical and applied finance
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Journal of geographical systems : geographical information, analysis, theory, and decision
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Journal of quantitative economics
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Operations research letters
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Oxford bulletin of economics and statistics
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American journal of agricultural economics
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A Bayesian high-frequency estimator of the multivariate covariance of noisy and asynchronous returns
Peluso, Stefano
;
Corsi, Fulvio
;
Mira, Antonietta
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 665-697
Persistent link: https://www.econbiz.de/10011339256
Saved in:
2
Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 591-616
Persistent link: https://www.econbiz.de/10009671897
Saved in:
3
Markov chain Monte Carlo methods for parameter estimation in multidimensional continuous time Markov switching models
Hahn, Markus
;
Frühwirth-Schnatter, Sylvia
;
Sass, Jörn
- In:
Journal of financial econometrics : official journal of …
8
(
2010
)
1
,
pp. 88-121
Persistent link: https://www.econbiz.de/10003997336
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