haku: @indexterm Monte Carlo technique / yhteensä: 130
viitteet: 11-20 / 130
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11.
Maximum likelihood estimation of stochastic volatility models
Journal of Financial Economics
2007 : FEB, VOL. 83:2, p. 413-452
 2007 Ait-Schalia, Y.
Kimmel, R.
12.
A simulation-based optimization approach for investment decisions: A case study of pure allergy-friendly rooms
Cornell Hotel and Restaurant Administration Quarterly
2007 : FEB, VOL. 48:1, p. 88-100
 2007 Dittman, D.A.
Hesford, J.W.
13.
Nonlinearity in deviations from uncovered interest parity: An explanation of the forward bias puzzle
Review of finance
2006 : VOL. 10:3, p. 443-482
 2006 Sarno, L.
Valente, G.
Leon, H.
14.
Predicting purchase decisions with different conjoint analysis methods: a monte carlo simulation
International Journal of Market Research
2006 : VOL. 49:3, p.341-364
 2006 Backhaus, K.
Hillig, T.
Wilken, R.
15.
Handling unobserved site characteristics in random utility models of recreation demand
Journal of Environmental Economics and Management
2006 : JAN, VOL. 51:1, p. 1-25
 2006 Murdock, J.
16.
Use of Monte Carlo simulation for the public sector: and evidence-based approach to scenario planning
International Journal of Market Research
2006 : VOL. 48:1, p. 27-48
 2006 Foa, R.
Howard, M.
17.
The tick/volatility ratio as a determinant of the compass rose pattern
European Journal of Finance
2005 : APR, VOL 11:2, p. 93-109
 2005 Lee, C.I.
Mathur, I.
Gleason, K.C.
18.
Do hedge funds have enough capital? a value-at-risk approach
Journal of Financial Economics
2005 : JULY, VOL. 77:1, p. 219-253
 2005 Gupta, A.
Liang, B.
19.
Bundesschatzbriefe - Bewertung und empirische Analyse der Attraktivität für Anleger und Bund
Zeitschrift für Betriebswirtschaft
2004 : SEP, VOL. 74:9, p. 905-931
 2004 Wilkens, M.
Baule, R.
Entrop, O.
20.
The practice of Delta-Gamma VaR: Implementing the quadratic portfolio model
European Journal of Operational Research
2003 : NOV, VOL. 150:3, p. 529-545
 2003 Castellacci, G.
Siclari, M.J.
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