//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Econometric reviews"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
How to implement market models...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Monte Carlo simulation
54
Monte-Carlo-Simulation
54
Theorie
35
Theory
35
Estimation theory
22
Schätztheorie
22
Volatility
20
Volatilität
20
Stochastic process
18
Stochastischer Prozess
18
Estimation
13
Markov chain
13
Markov-Kette
13
Schätzung
13
Bayes-Statistik
12
Bayesian inference
12
Statistical test
12
Statistischer Test
12
Time series analysis
12
Zeitreihenanalyse
12
Statistical distribution
7
Statistische Verteilung
7
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Method of moments
6
Momentenmethode
6
Multivariate Analyse
6
Multivariate analysis
6
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Sampling
6
Stichprobenerhebung
6
ARCH model
5
ARCH-Modell
5
Markov chain Monte Carlo
5
Panel
5
Panel study
5
Simulation
5
stochastic volatility
5
Bias
4
more ...
less ...
Online availability
All
Undetermined
32
Free
2
Type of publication
All
Article
60
Type of publication (narrower categories)
All
Article in journal
60
Aufsatz in Zeitschrift
60
Systematic review
1
Übersichtsarbeit
1
Language
All
English
60
Author
All
Dufour, Jean-Marie
2
Juodis, Artūras
2
Kilian, Lutz
2
Koopman, Siem Jan
2
Liesenfeld, Roman
2
Lopes, Hedibert Freitas
2
McAleer, Michael
2
Meyer, Renate
2
Omori, Yasuhiro
2
Pesaran, M. Hashem
2
Alexander, Carol
1
Alghalith, Moawia
1
Ando, Tomohiro
1
Anyfantaki, Sofia
1
Asai, Manabu
1
Audrino, Francesco
1
Ausín, M. Concepción
1
Baştürk, Nalan
1
Bel, Koen
1
Bennedsen, Mikkel
1
Birgean, Ionel
1
Boero, Gianna
1
Bordignon, Silvano
1
Brorsen, B. Wade
1
Burda, Martin
1
Caner, Mehmet
1
Caporin, Massimiliano
1
Cappuccio, Nunzio
1
Chaussé, Pierre
1
Chen, Chaoyi
1
Chen, Qiang
1
Chib, Siddhartha
1
Chudik, Alexander
1
Coudin, Elise
1
Coulibaly, Nouhoun
1
Creal, Drew
1
Daviet, Remi
1
Dijk, Herman K. van
1
Dimitrakopoulos, Stefanos
1
Dēmos, Antōnēs A.
1
more ...
less ...
Published in...
All
Econometric reviews
Journal of econometrics
163
Physica A: Statistical Mechanics and its Applications
117
Discussion paper / Tinbergen Institute
115
Working paper
88
Computational economics
86
Economics letters
84
European journal of operational research : EJOR
81
International journal of theoretical and applied finance
81
The journal of computational finance
72
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
Quantitative finance
69
Applied economics
61
Journal of economic dynamics & control
60
MPRA Paper
59
Working Paper
59
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
58
Journal of applied econometrics
58
NBER working paper series
58
Working paper / National Bureau of Economic Research, Inc.
56
CEMMAP working papers / Centre for Microdata Methods and Practice
51
Tinbergen Institute Discussion Papers
51
NBER Working Paper
49
SpringerLink / Bücher
49
Economic modelling
47
International Journal of Theoretical and Applied Finance (IJTAF)
47
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
International journal of forecasting
45
Risks : open access journal
43
Journal of risk and financial management : JRFM
41
CREATES Research Papers
40
Tinbergen Institute Discussion Paper
40
Working paper / Department of Econometrics and Business Statistics, Monash University
40
Energy economics
39
Applied economics letters
37
CAMA working paper series
37
Finance and stochastics
37
Insurance / Mathematics & economics
37
International journal of business information systems : IJBIS
37
Management science : journal of the Institute for Operations Research and the Management Sciences
36
more ...
less ...
Source
All
ECONIS (ZBW)
60
Showing
1
-
10
of
60
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Monte Carlo maximum likelihood estimation for generalized long-memory time series models
Mesters, G.
;
Koopman, Siem Jan
;
Ooms, Marius
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 659-687
Persistent link: https://www.econbiz.de/10011550112
Saved in:
2
Bayesian analysis of moving average stochastic volatility models : modeling in-mean effects and leverage for financial time series
Dimitrakopoulos, Stefanos
;
Kolossiatis, Michalis
- In:
Econometric reviews
39
(
2020
)
4
,
pp. 319-343
Persistent link: https://www.econbiz.de/10012181420
Saved in:
3
Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors
Coudin, Elise
;
Dufour, Jean-Marie
- In:
Econometric reviews
39
(
2020
)
8
,
pp. 763-791
Persistent link: https://www.econbiz.de/10012295580
Saved in:
4
Dynamic factor, leverage and realized covariances in multivariate stochastic volatility
Yamauchi, Yuta
;
Omori, Yasuhiro
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 513-539
Persistent link: https://www.econbiz.de/10014305574
Saved in:
5
The effect of aggregation on nonlinearity
Granger, C. W. J.
;
Lee, Tae-hwy
- In:
Econometric reviews
18
(
1999
)
3
,
pp. 259-269
Persistent link: https://www.econbiz.de/10001404815
Saved in:
6
Monte Carlo sampling approach to testing nonnested hypotheses : Monte Carlo results
Coulibaly, Nouhoun
;
Brorsen, B. Wade
- In:
Econometric reviews
18
(
1999
)
2
,
pp. 195-209
Persistent link: https://www.econbiz.de/10001371097
Saved in:
7
A test of normality using nonparametric residuals
Whang, Yoon-jae
- In:
Econometric reviews
17
(
1998
)
3
,
pp. 301-327
Persistent link: https://www.econbiz.de/10001247692
Saved in:
8
Confidence intervals for impulse responses under departures from normality
Kilian, Lutz
- In:
Econometric reviews
17
(
1998
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10001237560
Saved in:
9
True versus spurious long memory : some theoretical results and a Monte Carlo comparison
Leccadito, Arturo
;
Rachedi, Omar
;
Urga, Giovanni
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 452-479
Persistent link: https://www.econbiz.de/10011373268
Saved in:
10
Parameter estimation in multivariate logit models with many binary choices
Bel, Koen
;
Fok, Dennis
;
Paap, Richard
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 534-550
Persistent link: https://www.econbiz.de/10012039382
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->