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Monte Carlo simulation
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Chib, Siddhartha
6
Dijk, Herman K. van
5
Li, Yong
5
Todorov, Viktor
5
Yu, Jun
5
Aït-Sahalia, Yacine
4
Dufour, Jean-Marie
4
Hong, Han
4
Khalaf, Lynda
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Koop, Gary
4
Koopman, Siem Jan
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Xiu, Dacheng
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Bollerslev, Tim
3
Bondarenko, Oleg
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Kristensen, Dennis
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Monfort, Alain
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2
Asai, Manabu
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Journal of econometrics
International journal of theoretical and applied finance
481
The journal of computational finance
268
The journal of futures markets
266
Mathematical finance : an international journal of mathematics, statistics and financial theory
259
Applied mathematical finance
246
Finance and stochastics
231
Journal of banking & finance
224
Quantitative finance
215
The journal of derivatives : the official publication of the International Association of Financial Engineers
207
European journal of operational research : EJOR
184
Review of derivatives research
171
Insurance / Mathematics & economics
161
Journal of economic dynamics & control
159
Computational economics
155
Finance research letters
131
Discussion paper / Tinbergen Institute
129
Risks : open access journal
124
International journal of financial engineering
118
Journal of mathematical finance
113
Physica A: Statistical Mechanics and its Applications
99
Economics letters
95
Research paper series / Swiss Finance Institute
93
The European journal of finance
90
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87
Asia-Pacific financial markets
84
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71
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
70
NBER Working Paper
68
Review of quantitative finance and accounting
61
Applied economics letters
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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1
A Gaussian approximation scheme for computation of option prices in stochastic volatility models
Cheng, Ai-ru Meg
;
Gallant, A. Ronald
;
Ji, Chuanshu
; …
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 44-58
Persistent link: https://www.econbiz.de/10003778206
Saved in:
2
Asymptotically distribution-free tests for the volatility function of a diffusion
Chen, Qiang
;
Zheng, Xu
;
Pan, Zhiyuan
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 124-144
Persistent link: https://www.econbiz.de/10011326801
Saved in:
3
Limited information Bayesian analysis of a simultaneous equation with an autocorrelated error term and its application to the US gasoline market
Radchenko, Stanislav
;
Tsurumi, Hiroki
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 31-49
Persistent link: https://www.econbiz.de/10003354223
Saved in:
4
Monte Carlo methods for estimating, smoothing, and filtering one- and two-factor stochastic volatility models
Durham, Garland B.
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 273-305
Persistent link: https://www.econbiz.de/10003354577
Saved in:
5
Monte Carlo tests with nuisance parameters : a general approach to finite-sample inference and nonstandard asymptotics
Dufour, Jean-Marie
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 443-477
Persistent link: https://www.econbiz.de/10003359541
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6
MMC techniques for limited dependent variables models : implementation by the branch-and-bound algorithm
Jounenau-Sion, Frédéric
;
Torrès, Oliver
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 479-512
Persistent link: https://www.econbiz.de/10003359551
Saved in:
7
A fast subsampling method for nonlinear dynamic models
Hong, Han
;
Scaillet, Olivier
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 557-578
Persistent link: https://www.econbiz.de/10003359579
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8
The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators
Lawford, Steve
;
Stamatogiannis, Michalis P.
- In:
Journal of econometrics
148
(
2009
)
2
,
pp. 124-130
Persistent link: https://www.econbiz.de/10003833748
Saved in:
9
MCMC maximum likelihood for latent state models
Jacquier, Eric
;
Johannes, Michael
;
Polson, Nicholas G.
- In:
Journal of econometrics
137
(
2007
)
2
,
pp. 615-640
Persistent link: https://www.econbiz.de/10003442024
Saved in:
10
Pitfalls in the estimation of a cost function that ignores allocative inefficiency : a Monte Carlo analysis
Kumbhakar, Subal
;
Wang, Hung-jen
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 317-340
Persistent link: https://www.econbiz.de/10003374316
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