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Search: subject_exact:"Monte Carlo simulation"
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Monte Carlo simulation
78
Monte-Carlo-Simulation
77
monte carlo simulation
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29
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Avesani, Renzo G.
3
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2
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ECONIS (ZBW)
79
RePEc
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1
Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
2
Price discovery in bitcoin spot or futures during the Covid-19 pandemic? : Evidence from the time-varying parameter vector autoregressive model with stochastic volatility
Azhar Mohamad
;
Inani, Sarveshwar Kumar
- In:
Applied economics letters
30
(
2023
)
19
,
pp. 2749-2757
Persistent link: https://www.econbiz.de/10014368575
Saved in:
3
Computing optimal portfolios of multi-assets with tail risk : the case of bitcoin
Popova, Ivilina
;
Yau, Jot
- In:
Applied economics letters
30
(
2023
)
12
,
pp. 1618-1626
Persistent link: https://www.econbiz.de/10014304579
Saved in:
4
Variation in standard errors in event-study design : insights from empirical studies and simulations
Li, Yang
- In:
Applied economics
55
(
2023
)
5
,
pp. 518-530
Persistent link: https://www.econbiz.de/10013494437
Saved in:
5
Period value at risk and its estimation by Monte Carlo simulation
Huo, Yanli
;
Xu, Chunhui
;
Shiina, Takayuki
- In:
Applied economics letters
29
(
2022
)
18
,
pp. 1675-1679
Persistent link: https://www.econbiz.de/10013412280
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6
Sequential Monte Carlo estimation for Present-Value model
Li, Yong
;
Lou, Zhusheng
;
Zhang, Qiaosen
;
Zhang, Mingzhi
- In:
Applied economics letters
29
(
2022
)
18
,
pp. 1702-1708
Persistent link: https://www.econbiz.de/10013412287
Saved in:
7
A Monte Carlo synthetic sample based performance evaluation method for covariance matrix estimators
Yuan, Jin
;
Yuan, Xianghui
- In:
Applied economics letters
28
(
2021
)
2
,
pp. 124-128
Persistent link: https://www.econbiz.de/10012415096
Saved in:
8
Parameter estimation in spatial econometric models with non-random missing data
Seya, Hajime
;
Tomari, Masashi
;
Uno, Shohei
- In:
Applied economics letters
28
(
2021
)
6
,
pp. 440-446
Persistent link: https://www.econbiz.de/10012485047
Saved in:
9
Evaluating real estate development project with Monte Carlo based binomial options pricing model
Yeh, I.-Cheng
;
Lien, Che-Hui
- In:
Applied economics letters
27
(
2020
)
4
,
pp. 307-324
Persistent link: https://www.econbiz.de/10012205448
Saved in:
10
Estimating the gravity model when zero trade flows are frequent and economically determined
Martin, Will
;
Pham, Cong S.
- In:
Applied economics
52
(
2020
)
26
,
pp. 2766-2779
Persistent link: https://www.econbiz.de/10012221451
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