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Simulation based methods of moments in empirical finance
Liesenfeld, Roman; Breitung, Jörg - 1998
Persistent link: https://www.econbiz.de/10000992441
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Simulation based methods of moments in empirical finance
Liesenfeld, Roman - 1998
Persistent link: https://www.econbiz.de/10013268645
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Neural networks in finance : gaining predictive edge in the market
McNelis, Paul D. - 2005
Persistent link: https://www.econbiz.de/10002237395
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Current topics in quantitative finance : with 23 tables
Canestrelli, Elio (ed.) - 1999
Persistent link: https://www.econbiz.de/10001391920
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Special issue: Symposium on computational finance
Jensen, Bjarne Astrup (contributor) - 2000
Persistent link: https://www.econbiz.de/10001653140
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Simulation based methods of moments in empirical finance
Liesenfeld, Roman; Breitung, Jörg - 1998
Persistent link: https://www.econbiz.de/10009578008
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Simulation and estimation of hedonic models
Heckman, James J. - 2003
Making use of restrictions imposed by equilibrium, theoretical progress has been made on the nonparametric and semiparametric estimation and identification of scalar additive hedonic models (Ekeland, Heckman, and Nesheim, 2002) and scalar nonadditive hedonic models (Heckman, Matzkin, and...
Persistent link: https://www.econbiz.de/10011509388
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Simulation and estimation of long memory continuous time models
Comte, Fabienne - 1994
Persistent link: https://www.econbiz.de/10000883136
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Estimation and testing in integer-valued AR(1) models
Brännäs, Kurt - 1993
Persistent link: https://www.econbiz.de/10000883935